+411.5%
CAH vs CG
+278.5%
+133.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | 0.0% | +0.9% |
| 7D | +3.5% | +0.2% | +3.3% | +3.4% |
| 30D | +13.5% | +11.2% | +2.3% | +11.2% |
| 3M | +21.8% | -22.1% | +43.9% | +26.9% |
| 6M | +51.5% | -17.9% | +69.4% | +55.9% |
| YTD | +38.1% | -31.3% | +69.4% | +45.7% |
| 1Y | +37.7% | -24.0% | +61.7% | +42.3% |
| 3Y | +179.6% | +45.0% | +134.6% | +138.8% |
| 5Y | +504.9% | -22.6% | +527.6% | +491.2% |
| All | +411.5% | +278.5% | +133.1% | +213.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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