+287.5%
CAH vs AU
+699.0%
-411.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | -5.1% | -4.3% | -0.8% | -5.0% |
| 30D | +0.2% | +7.3% | -7.1% | -0.1% |
| 3M | +6.3% | +26.3% | -20.0% | +5.4% |
| 6M | +9.4% | +1.8% | +7.6% | +9.0% |
| YTD | +15.0% | +26.8% | -11.9% | +13.7% |
| 1Y | +55.4% | +66.7% | -11.2% | +52.1% |
| 3Y | +173.8% | +579.1% | -405.2% | +155.8% |
| 5Y | +395.2% | +689.3% | -294.1% | +359.2% |
| All | +287.5% | +699.0% | -411.5% | +256.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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