+394.0%
CAH vs EFV
+95.9%
+298.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.0% |
| 7D | -5.1% | -0.8% | -4.3% | -4.8% |
| 30D | +0.2% | +0.6% | -0.5% | -0.1% |
| 3M | +6.3% | +7.5% | -1.2% | +3.3% |
| 6M | +9.4% | +13.0% | -3.6% | +3.9% |
| YTD | +15.0% | +18.3% | -3.4% | +6.8% |
| 1Y | +55.4% | +26.7% | +28.7% | +40.1% |
| 3Y | +173.8% | +89.6% | +84.3% | +102.3% |
| All | +394.0% | +95.9% | +298.1% | +264.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling