+401.1%
CAH vs EXE
+182.2%
+218.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.4% |
| 7D | -5.1% | -3.1% | -2.0% | -4.7% |
| 30D | +0.2% | -0.9% | +1.1% | +0.3% |
| 3M | +6.3% | +9.6% | -3.3% | +5.0% |
| 6M | +9.4% | -11.6% | +21.0% | +10.9% |
| YTD | +15.0% | -12.6% | +27.5% | +16.5% |
| 1Y | +55.4% | +1.2% | +54.3% | +54.1% |
| 3Y | +173.8% | +18.0% | +155.8% | +165.6% |
| 5Y | +395.2% | +101.1% | +294.1% | +330.7% |
| All | +401.1% | +182.2% | +218.9% | +308.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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