+408.1%
CAH vs FE
+110.9%
+297.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | +9.4% | -0.5% | +10.0% | +9.6% |
| 30D | +16.5% | +4.3% | +12.2% | +14.8% |
| 3M | +17.0% | +0.4% | +16.6% | +16.8% |
| 6M | +51.4% | +6.9% | +44.4% | +47.7% |
| YTD | +36.0% | +8.0% | +28.0% | +32.3% |
| 1Y | +36.0% | +4.8% | +31.2% | +33.7% |
| 3Y | +177.5% | +49.0% | +128.5% | +140.1% |
| 5Y | +509.2% | +46.2% | +463.0% | +425.8% |
| 10Y | +408.1% | +120.9% | +287.2% | +309.4% |
| All | +408.1% | +110.9% | +297.2% | +309.4% |
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