+16,794.2%
CAH vs CMS
+463.7%
+16,330.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.9% |
| 7D | +8.5% | -1.3% | +9.8% | +8.8% |
| 30D | +17.0% | +6.3% | +10.7% | +15.4% |
| 3M | +14.6% | -2.1% | +16.7% | +15.1% |
| 6M | +42.5% | -5.1% | +47.6% | +44.2% |
| YTD | +33.5% | +1.3% | +32.2% | +33.0% |
| 1Y | +38.5% | -1.4% | +39.9% | +38.9% |
| 3Y | +179.0% | +36.9% | +142.1% | +158.5% |
| 5Y | +507.2% | +32.5% | +474.7% | +463.3% |
| 10Y | +448.9% | +126.8% | +322.2% | +353.0% |
| All | +16,794.2% | +463.7% | +16,330.5% | +10,374.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling