+723.2%
CAH vs CG
+351.2%
+372.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.3% |
| 7D | +5.4% | -4.3% | +9.7% | +6.2% |
| 30D | +3.3% | -5.1% | +8.4% | +4.2% |
| 3M | +22.8% | +8.7% | +14.1% | +20.5% |
| 6M | +11.3% | -9.2% | +20.5% | +12.5% |
| YTD | +21.1% | -18.9% | +40.0% | +24.5% |
| 1Y | +67.2% | -25.6% | +92.9% | +74.1% |
| 3Y | +195.6% | +57.3% | +138.4% | +151.9% |
| 5Y | +413.8% | +10.2% | +403.7% | +360.0% |
| 10Y | +309.6% | +364.2% | -54.6% | +151.0% |
| All | +723.2% | +351.2% | +372.0% | +399.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling