+287.5%
CAH vs EFV
+169.9%
+117.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.3% |
| 7D | -5.1% | -0.8% | -4.3% | -4.6% |
| 30D | +0.2% | +0.6% | -0.5% | -0.2% |
| 3M | +6.3% | +7.5% | -1.2% | +1.2% |
| 6M | +9.4% | +13.0% | -3.6% | +0.3% |
| YTD | +15.0% | +18.3% | -3.4% | +1.8% |
| 1Y | +55.4% | +26.7% | +28.7% | +31.1% |
| 3Y | +173.8% | +89.6% | +84.3% | +70.0% |
| 5Y | +395.2% | +98.2% | +297.0% | +193.6% |
| All | +287.5% | +169.9% | +117.6% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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