+402.2%
CAH vs CMS
+23.1%
+379.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | -2.2% | +0.2% | -2.4% | -2.3% |
| 30D | +1.2% | -1.3% | +2.5% | +1.6% |
| 3M | +13.1% | -5.4% | +18.5% | +15.1% |
| 6M | +8.5% | -10.3% | +18.8% | +12.2% |
| YTD | +17.6% | -0.2% | +17.8% | +17.7% |
| 1Y | +60.7% | -0.9% | +61.5% | +61.2% |
| 3Y | +183.2% | +34.0% | +149.2% | +160.4% |
| 5Y | +402.2% | +23.6% | +378.6% | +360.5% |
| All | +402.2% | +23.1% | +379.1% | +360.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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