+287.5%
CAH vs EAT
+374.9%
-87.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -5.1% | -7.7% | +2.6% | -4.3% |
| 30D | +0.2% | -13.6% | +13.8% | +1.7% |
| 3M | +6.3% | +33.9% | -27.6% | +2.7% |
| 6M | +9.4% | +47.2% | -37.8% | +4.1% |
| YTD | +15.0% | +48.1% | -33.1% | +9.1% |
| 1Y | +55.4% | +33.7% | +21.8% | +48.8% |
| 3Y | +173.8% | +595.8% | -422.0% | +107.8% |
| 5Y | +395.2% | +314.4% | +80.8% | +290.3% |
| All | +287.5% | +374.9% | -87.5% | +207.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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