+401.3%
CAH vs AR
+140.6%
+260.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.7% |
| 7D | +0.5% | -1.8% | +2.3% | +0.6% |
| 30D | +1.7% | +12.6% | -10.9% | +1.0% |
| 3M | +17.9% | +10.0% | +7.8% | +17.1% |
| 6M | +10.9% | +0.6% | +10.3% | +10.7% |
| YTD | +17.9% | +13.4% | +4.5% | +16.5% |
| 1Y | +61.7% | +21.7% | +40.0% | +58.7% |
| 3Y | +183.7% | +45.8% | +137.9% | +172.2% |
| 5Y | +401.3% | +144.3% | +257.1% | +351.4% |
| All | +401.3% | +140.6% | +260.7% | +351.4% |
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