+2,855.9%
CAH vs FDS
+10,480.1%
-7,624.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +3.5% | +1.5% | +2.0% | +3.1% |
| 30D | +13.5% | +14.8% | -1.4% | +10.1% |
| 3M | +21.8% | +16.3% | +5.6% | +17.5% |
| 6M | +51.5% | +66.2% | -14.7% | +34.2% |
| YTD | +38.1% | +16.2% | +21.8% | +30.4% |
| 1Y | +37.7% | +21.8% | +15.9% | +28.5% |
| 3Y | +179.6% | -23.9% | +203.5% | +187.0% |
| 5Y | +504.9% | -23.1% | +528.1% | +512.8% |
| 10Y | +418.6% | +128.7% | +289.9% | +309.9% |
| All | +2,855.9% | +10,480.1% | -7,624.2% | +1,223.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling