+296.4%
CAH vs FDS
+77.2%
+219.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | +0.7% |
| 7D | -2.2% | -8.8% | +6.6% | 0.0% |
| 30D | +1.2% | -1.4% | +2.6% | +1.3% |
| 3M | +13.1% | +13.9% | -0.8% | +8.4% |
| 6M | +8.5% | +27.4% | -18.9% | -0.4% |
| YTD | +17.6% | -2.5% | +20.1% | +16.4% |
| 1Y | +60.7% | -23.8% | +84.4% | +71.9% |
| 3Y | +183.2% | -32.5% | +215.6% | +211.6% |
| 5Y | +402.2% | -23.2% | +425.4% | +410.9% |
| All | +296.4% | +77.2% | +219.3% | +182.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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