+515.8%
CAH vs ED
+82.4%
+433.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +5.9% | -0.9% | +6.8% | +6.2% |
| 30D | +16.5% | +11.2% | +5.4% | +12.5% |
| 3M | +15.7% | +11.8% | +4.0% | +11.5% |
| 6M | +52.7% | +14.1% | +38.6% | +46.0% |
| YTD | +36.3% | +23.0% | +13.3% | +27.0% |
| 1Y | +36.7% | +23.7% | +13.1% | +27.1% |
| 3Y | +178.2% | +47.7% | +130.4% | +141.6% |
| 5Y | +515.8% | +82.6% | +433.1% | +398.8% |
| All | +515.8% | +82.4% | +433.4% | +398.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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