+14,817.8%
CAH vs ETR
+4,465.2%
+10,352.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -3.0% |
| 7D | +0.5% | +1.4% | -0.9% | +0.1% |
| 30D | +1.7% | +1.9% | -0.1% | +1.2% |
| 3M | +17.9% | +1.0% | +16.9% | +17.4% |
| 6M | +10.9% | +4.8% | +6.1% | +9.1% |
| YTD | +17.9% | +19.5% | -1.7% | +11.5% |
| 1Y | +61.7% | +28.1% | +33.6% | +49.8% |
| 3Y | +183.7% | +151.1% | +32.6% | +112.9% |
| 5Y | +401.3% | +125.2% | +276.2% | +285.1% |
| 10Y | +293.7% | +291.1% | +2.5% | +155.0% |
| All | +14,817.8% | +4,465.2% | +10,352.6% | +5,052.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling