+1,200.5%
CAH vs AU
+789.2%
+411.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.9% | -0.2% |
| 7D | -2.2% | +0.6% | -2.9% | -2.3% |
| 30D | +1.2% | +12.3% | -11.1% | +0.7% |
| 3M | +13.1% | +29.4% | -16.3% | +11.9% |
| 6M | +8.5% | +3.2% | +5.3% | +8.0% |
| YTD | +17.6% | +31.8% | -14.2% | +15.9% |
| 1Y | +60.7% | +83.4% | -22.7% | +56.2% |
| 3Y | +183.2% | +623.1% | -439.9% | +160.3% |
| 5Y | +402.2% | +700.5% | -298.3% | +357.1% |
| 10Y | +302.3% | +717.6% | -415.3% | +258.5% |
| All | +1,200.5% | +789.2% | +411.3% | +1,110.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling