+3,442.5%
CAH vs EL
+1,685.7%
+1,756.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.5% | -1.2% |
| 7D | +5.4% | +0.8% | +4.6% | +5.2% |
| 30D | +3.3% | +19.8% | -16.5% | -0.7% |
| 3M | +22.8% | +25.7% | -2.9% | +16.7% |
| 6M | +11.3% | +5.4% | +5.8% | +8.6% |
| YTD | +21.1% | +0.2% | +20.9% | +18.0% |
| 1Y | +67.2% | +20.4% | +46.8% | +55.6% |
| 3Y | +195.6% | -32.1% | +227.8% | +195.8% |
| 5Y | +413.8% | -67.2% | +481.0% | +500.7% |
| 10Y | +309.6% | +31.7% | +277.8% | +228.0% |
| All | +3,442.5% | +1,685.7% | +1,756.7% | +1,480.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling