+180.2%
CAH vs EL
-32.9%
+213.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | -0.3% |
| 7D | -2.2% | -2.4% | +0.1% | -2.3% |
| 30D | +1.2% | +13.7% | -12.5% | +1.6% |
| 3M | +13.1% | +14.5% | -1.4% | +13.6% |
| 6M | +8.5% | +7.4% | +1.1% | +8.7% |
| YTD | +17.6% | -4.7% | +22.3% | +17.1% |
| 1Y | +60.7% | +12.9% | +47.7% | +59.9% |
| All | +180.2% | -32.9% | +213.0% | +171.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 3y: compounded portfolio wealth divided by compounded EL 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…
3y analysis · Full analysis span regression · 6 months rolling