+289.9%
CAH vs EXEL
+386.3%
-96.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.1% | -1.4% |
| 7D | -5.1% | -2.9% | -2.2% | -4.7% |
| 30D | -1.8% | +11.9% | -13.6% | -3.2% |
| 3M | +9.4% | +9.2% | +0.1% | +7.9% |
| 6M | +9.2% | +39.1% | -29.8% | +4.1% |
| YTD | +15.7% | +31.0% | -15.4% | +11.0% |
| 1Y | +59.7% | +52.3% | +7.4% | +49.8% |
| 3Y | +178.5% | +159.7% | +18.7% | +136.7% |
| 5Y | +398.3% | +187.7% | +210.5% | +311.0% |
| All | +289.9% | +386.3% | -96.4% | +185.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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