+171.1%
CAH vs AS
+142.2%
+28.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.8% |
| 7D | +7.8% | +5.8% | +2.0% | +7.5% |
| 30D | +15.5% | +15.4% | +0.1% | +14.5% |
| 3M | +16.3% | -11.9% | +28.2% | +16.9% |
| 6M | +50.0% | -9.9% | +59.9% | +50.5% |
| YTD | +34.7% | -13.1% | +47.8% | +35.2% |
| 1Y | +35.9% | +9.9% | +26.1% | +34.5% |
| All | +171.1% | +142.2% | +28.8% | +165.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling