+402.2%
CAH vs CAPR
+76.3%
+325.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | -0.2% |
| 7D | -2.2% | -12.6% | +10.4% | -2.3% |
| 30D | +1.2% | +124.4% | -123.2% | +1.6% |
| 3M | +13.1% | -66.8% | +79.9% | +12.8% |
| 6M | +8.5% | -71.8% | +80.3% | +8.1% |
| YTD | +17.6% | -70.1% | +87.7% | +17.3% |
| 1Y | +60.7% | +33.3% | +27.3% | +63.3% |
| 3Y | +183.2% | +36.7% | +146.5% | +183.0% |
| 5Y | +402.2% | +72.5% | +329.7% | +387.8% |
| All | +402.2% | +76.3% | +325.9% | +387.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling