+303.1%
CAH vs FE
+111.4%
+191.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.5% |
| 7D | +0.5% | +0.6% | -0.2% | +0.3% |
| 30D | +1.7% | -2.1% | +3.9% | +2.5% |
| 3M | +17.9% | +2.6% | +15.2% | +16.8% |
| 6M | +10.9% | -6.8% | +17.7% | +13.5% |
| YTD | +17.9% | +6.9% | +11.0% | +15.2% |
| 1Y | +61.7% | +11.6% | +50.1% | +56.0% |
| 3Y | +183.7% | +47.7% | +136.0% | +147.0% |
| 5Y | +401.3% | +46.2% | +355.1% | +334.7% |
| All | +303.1% | +111.4% | +191.7% | +223.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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