+774.2%
CAH vs EFV
+255.9%
+518.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.2% |
| 7D | -5.1% | -0.8% | -4.3% | -4.7% |
| 30D | +0.2% | +0.6% | -0.5% | -0.2% |
| 3M | +6.3% | +7.5% | -1.2% | +1.8% |
| 6M | +9.4% | +13.0% | -3.6% | +1.5% |
| YTD | +15.0% | +18.3% | -3.4% | +3.6% |
| 1Y | +55.4% | +26.7% | +28.7% | +34.5% |
| 3Y | +173.8% | +89.6% | +84.3% | +84.8% |
| 5Y | +395.2% | +98.2% | +297.0% | +222.4% |
| 10Y | +293.2% | +167.4% | +125.8% | +115.3% |
| All | +774.2% | +255.9% | +518.3% | +282.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling