+641.0%
CAH vs ET
+1,447.8%
-806.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -2.2% | +0.6% | -2.9% | -2.4% |
| 30D | +1.2% | +5.3% | -4.1% | +0.2% |
| 3M | +13.1% | +15.6% | -2.6% | +9.9% |
| 6M | +8.5% | +20.6% | -12.1% | +4.4% |
| YTD | +17.6% | +38.5% | -20.9% | +10.2% |
| 1Y | +60.7% | +35.7% | +24.9% | +50.9% |
| 3Y | +183.2% | +98.4% | +84.8% | +145.1% |
| 5Y | +402.2% | +245.3% | +156.9% | +286.7% |
| 10Y | +302.3% | +173.7% | +128.6% | +203.9% |
| All | +641.0% | +1,447.8% | -806.8% | +164.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling