+406.1%
CAH vs FDS
+127.0%
+279.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.5% |
| 7D | +3.9% | -2.6% | +6.4% | +4.5% |
| 30D | +16.0% | +14.1% | +2.0% | +12.0% |
| 3M | +19.1% | +19.8% | -0.7% | +13.0% |
| 6M | +53.0% | +55.0% | -1.9% | +33.9% |
| YTD | +36.6% | +15.9% | +20.7% | +29.0% |
| 1Y | +37.4% | +24.2% | +13.2% | +26.3% |
| 3Y | +178.8% | -24.0% | +202.9% | +199.2% |
| 5Y | +498.6% | -23.3% | +521.9% | +526.8% |
| All | +406.1% | +127.0% | +279.2% | +235.5% |
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