+509.9%
CAH vs AR
+74.0%
+435.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.5% |
| 7D | +8.5% | -14.3% | +22.7% | +9.4% |
| 30D | +17.0% | +1.4% | +15.6% | +16.8% |
| 3M | +14.6% | +3.4% | +11.2% | +14.2% |
| 6M | +42.5% | -2.1% | +44.6% | +42.3% |
| YTD | +33.5% | +4.7% | +28.8% | +32.4% |
| 1Y | +38.5% | +10.6% | +28.0% | +36.9% |
| 3Y | +179.0% | +24.6% | +154.4% | +171.5% |
| All | +509.9% | +74.0% | +435.9% | +495.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling