+408.1%
CAH vs CAPR
-68.2%
+476.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.9% | +10.9% | +0.9% |
| 7D | +9.4% | +7.6% | +1.8% | +9.4% |
| 30D | +16.5% | +13.3% | +3.2% | +16.5% |
| 3M | +17.0% | +130.4% | -113.4% | +16.8% |
| 6M | +51.4% | -70.8% | +122.2% | +51.4% |
| YTD | +36.0% | -69.3% | +105.2% | +35.9% |
| 1Y | +36.0% | +59.5% | -23.5% | +35.2% |
| 3Y | +177.5% | +216.8% | -39.3% | +170.6% |
| 5Y | +509.2% | +152.7% | +356.5% | +492.2% |
| 10Y | +408.1% | -68.2% | +476.3% | +388.7% |
| All | +408.1% | -68.2% | +476.3% | +388.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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