+394.0%
CAH vs ET
+241.8%
+152.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -5.1% | +0.2% | -5.3% | -5.1% |
| 30D | +0.2% | +2.9% | -2.7% | -0.4% |
| 3M | +6.3% | +16.8% | -10.5% | +2.9% |
| 6M | +9.4% | +18.9% | -9.5% | +5.4% |
| YTD | +15.0% | +37.7% | -22.7% | +7.2% |
| 1Y | +55.4% | +32.4% | +23.0% | +46.1% |
| 3Y | +173.8% | +99.5% | +74.3% | +129.6% |
| All | +394.0% | +241.8% | +152.2% | +262.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 5y: compounded portfolio wealth divided by compounded ET 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…
5y analysis · Full analysis span regression · 6 months rolling