+1,947.3%
CAH vs EXEL
+336.4%
+1,611.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.0% |
| 3M | +21.8% | +36.3% | -14.5% | +18.0% |
| 6M | +51.5% | +34.5% | +17.0% | +46.8% |
| YTD | +38.1% | +57.4% | -19.3% | +31.4% |
| 1Y | +37.7% | +62.9% | -25.2% | +30.5% |
| 3Y | +179.6% | +229.5% | -49.9% | +143.4% |
| 5Y | +504.9% | +281.2% | +223.7% | +414.6% |
| 10Y | +418.6% | +320.7% | +97.8% | +317.6% |
| All | +1,947.3% | +336.4% | +1,611.0% | +1,093.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling