+3,938.0%
CAH vs EL
+1,821.4%
+2,116.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +0.8% |
| 7D | +3.5% | +1.5% | +1.9% | +3.1% |
| 30D | +13.5% | +10.0% | +3.5% | +11.2% |
| 3M | +21.8% | +28.4% | -6.6% | +15.3% |
| 6M | +51.5% | +37.1% | +14.5% | +40.8% |
| YTD | +38.1% | +7.8% | +30.3% | +32.2% |
| 1Y | +37.7% | +26.0% | +11.7% | +27.2% |
| 3Y | +179.6% | +3.8% | +175.8% | +154.7% |
| 5Y | +504.9% | -65.2% | +570.1% | +599.0% |
| 10Y | +418.6% | +62.1% | +356.4% | +295.5% |
| All | +3,938.0% | +1,821.4% | +2,116.6% | +1,671.5% |
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