+36.7%
CAH vs AR
+11.6%
+25.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.3% |
| 7D | +5.9% | +2.1% | +3.8% | +6.0% |
| 30D | +16.5% | +4.5% | +12.0% | +16.3% |
| 3M | +15.7% | +1.0% | +14.7% | +15.5% |
| 6M | +52.7% | +4.4% | +48.3% | +52.6% |
| YTD | +36.3% | +10.9% | +25.4% | +36.0% |
| 1Y | +36.7% | +8.6% | +28.2% | +36.3% |
| All | +36.7% | +11.6% | +25.2% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling