+287.5%
CAH vs ETR
+296.9%
-9.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -5.1% | -1.8% | -3.3% | -4.5% |
| 30D | +0.2% | -1.8% | +1.9% | +0.8% |
| 3M | +6.3% | -3.6% | +9.9% | +7.5% |
| 6M | +9.4% | +2.6% | +6.8% | +8.0% |
| YTD | +15.0% | +16.0% | -1.1% | +8.6% |
| 1Y | +55.4% | +20.1% | +35.3% | +44.9% |
| 3Y | +173.8% | +143.6% | +30.2% | +93.2% |
| 5Y | +395.2% | +124.4% | +270.8% | +255.9% |
| All | +287.5% | +296.9% | -9.4% | +160.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling