+167.9%
CAH vs AS
+134.9%
+33.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | +8.5% | +6.9% | +1.5% | +8.1% |
| 30D | +17.0% | +16.0% | +1.0% | +16.1% |
| 3M | +14.3% | -12.8% | +27.2% | +15.0% |
| 6M | +42.2% | -15.4% | +57.6% | +43.2% |
| YTD | +33.2% | -15.7% | +48.9% | +33.9% |
| 1Y | +38.2% | +6.1% | +32.1% | +37.1% |
| All | +167.9% | +134.9% | +33.0% | +162.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling