+174.2%
CAH vs AS
+131.9%
+42.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.7% | +0.4% |
| 7D | +5.9% | -3.0% | +9.0% | +6.1% |
| 30D | +16.5% | +9.6% | +7.0% | +15.9% |
| 3M | +15.7% | -8.2% | +23.9% | +16.2% |
| 6M | +52.7% | -9.9% | +62.6% | +53.2% |
| YTD | +36.3% | -16.8% | +53.1% | +37.1% |
| 1Y | +36.7% | +3.0% | +33.8% | +35.8% |
| All | +174.2% | +131.9% | +42.2% | +169.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling