+9.2%
CAH vs AU
-3.1%
+12.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -1.6% |
| 7D | -5.1% | -7.0% | +1.9% | -5.0% |
| 30D | -1.8% | +7.3% | -9.0% | -1.8% |
| 3M | +9.4% | +33.2% | -23.9% | +9.2% |
| 6M | +9.2% | -0.6% | +9.9% | +10.9% |
| All | +9.2% | -3.1% | +12.3% | +10.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling