+403.2%
CAH vs FDS
-20.8%
+424.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.3% | +1.6% | -2.2% |
| 7D | +0.5% | -5.4% | +5.9% | +1.1% |
| 30D | +1.7% | +1.6% | +0.1% | +1.5% |
| 3M | +17.9% | +17.7% | +0.1% | +15.4% |
| 6M | +10.9% | +29.1% | -18.1% | +7.0% |
| YTD | +17.9% | +1.0% | +16.9% | +19.0% |
| 1Y | +61.7% | -21.6% | +83.3% | +72.3% |
| 3Y | +183.7% | -30.1% | +213.8% | +207.9% |
| All | +403.2% | -20.8% | +424.0% | +410.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling