+3,895.4%
CAH vs EL
+1,800.1%
+2,095.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +0.6% |
| 7D | +3.9% | +2.7% | +1.2% | +3.3% |
| 30D | +16.0% | +10.8% | +5.2% | +13.6% |
| 3M | +19.1% | +26.5% | -7.4% | +13.0% |
| 6M | +53.0% | +31.1% | +21.9% | +43.5% |
| YTD | +36.6% | +6.6% | +30.0% | +31.1% |
| 1Y | +37.4% | +21.8% | +15.6% | +27.9% |
| 3Y | +178.8% | +1.8% | +177.1% | +155.1% |
| 5Y | +498.6% | -65.6% | +564.2% | +593.2% |
| 10Y | +413.1% | +60.3% | +352.8% | +292.2% |
| All | +3,895.4% | +1,800.1% | +2,095.4% | +1,656.7% |
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