+180.2%
CAH vs EXEL
+164.8%
+15.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | -2.2% | -0.3% | -1.9% | -2.2% |
| 30D | +1.2% | +10.1% | -9.0% | +0.4% |
| 3M | +13.1% | +10.1% | +3.0% | +12.2% |
| 6M | +8.5% | +37.7% | -29.2% | +5.9% |
| YTD | +17.6% | +33.1% | -15.5% | +15.1% |
| 1Y | +60.7% | +52.4% | +8.3% | +55.6% |
| All | +180.2% | +164.8% | +15.4% | +153.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling