+15,232.8%
CAH vs ED
+2,217.3%
+13,015.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | -0.1% |
| 7D | +5.4% | -0.2% | +5.6% | +5.5% |
| 30D | +3.3% | -0.1% | +3.5% | +3.3% |
| 3M | +22.8% | +3.9% | +18.9% | +20.9% |
| 6M | +11.3% | -3.0% | +14.3% | +12.4% |
| YTD | +21.1% | +10.7% | +10.5% | +16.3% |
| 1Y | +67.2% | +13.3% | +53.9% | +59.1% |
| 3Y | +195.6% | +34.5% | +161.1% | +160.6% |
| 5Y | +413.8% | +67.1% | +346.7% | +313.4% |
| 10Y | +309.6% | +103.0% | +206.5% | +199.0% |
| All | +15,232.8% | +2,217.3% | +13,015.5% | +4,521.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling