+402.2%
CAH vs ED
+66.4%
+335.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -2.2% | -0.2% | -2.1% | -2.2% |
| 30D | +1.2% | +1.9% | -0.8% | +0.5% |
| 3M | +13.1% | +1.9% | +11.2% | +12.3% |
| 6M | +8.5% | -2.3% | +10.7% | +9.1% |
| YTD | +17.6% | +10.9% | +6.7% | +13.5% |
| 1Y | +60.7% | +14.5% | +46.1% | +53.4% |
| 3Y | +183.2% | +33.4% | +149.8% | +154.5% |
| 5Y | +402.2% | +67.3% | +334.9% | +318.5% |
| All | +402.2% | +66.4% | +335.8% | +318.5% |
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