+516.7%
CAH vs EXEL
+281.2%
+235.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | +3.5% | -0.8% | +4.3% | +3.5% |
| 30D | +13.5% | +13.1% | +0.3% | +11.8% |
| 3M | +21.8% | +36.3% | -14.5% | +17.6% |
| 6M | +51.5% | +34.5% | +17.0% | +46.3% |
| YTD | +38.1% | +57.4% | -19.3% | +30.8% |
| 1Y | +37.7% | +62.9% | -25.2% | +29.9% |
| 3Y | +179.6% | +229.5% | -49.9% | +134.4% |
| All | +516.7% | +281.2% | +235.5% | +398.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling