+173.5%
CAH vs AS
+137.8%
+35.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.8% | +1.0% |
| 7D | +9.4% | +4.5% | +4.9% | +9.1% |
| 30D | +16.5% | +13.2% | +3.3% | +15.7% |
| 3M | +17.0% | -11.9% | +28.9% | +17.6% |
| 6M | +51.4% | -11.6% | +63.0% | +52.0% |
| YTD | +36.0% | -14.7% | +50.7% | +36.6% |
| 1Y | +36.0% | +5.7% | +30.3% | +34.9% |
| All | +173.5% | +137.8% | +35.8% | +168.2% |
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