+650.0%
CAH vs CAPR
-99.1%
+749.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.6% |
| 7D | +5.4% | -2.0% | +7.4% | +5.4% |
| 30D | +3.3% | +139.2% | -135.9% | +2.8% |
| 3M | +22.8% | -66.4% | +89.2% | +23.0% |
| 6M | +11.3% | -63.1% | +74.4% | +11.4% |
| YTD | +21.1% | -67.4% | +88.6% | +21.3% |
| 1Y | +67.2% | +58.2% | +9.0% | +64.2% |
| 3Y | +195.6% | +42.2% | +153.4% | +187.1% |
| 5Y | +413.8% | +87.3% | +326.6% | +395.3% |
| 10Y | +309.6% | -75.3% | +384.8% | +286.1% |
| All | +650.0% | -99.1% | +749.1% | +573.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling