+179.6%
CAH vs EXE
+21.0%
+158.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +1.0% |
| 7D | +3.5% | +5.3% | -1.9% | +3.0% |
| 30D | +13.5% | -2.2% | +15.7% | +13.7% |
| 3M | +21.8% | -5.9% | +27.7% | +22.4% |
| 6M | +51.5% | -5.7% | +57.2% | +52.1% |
| YTD | +38.1% | -17.8% | +55.9% | +40.5% |
| 1Y | +37.7% | -23.1% | +60.8% | +41.3% |
| 3Y | +179.6% | +21.2% | +158.4% | +181.5% |
| All | +179.6% | +21.0% | +158.6% | +181.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling