+192.3%
CAH vs FE
+50.0%
+142.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | +5.4% | +1.9% | +3.4% | +4.8% |
| 30D | +3.3% | -1.2% | +4.5% | +3.7% |
| 3M | +22.8% | +3.5% | +19.3% | +21.4% |
| 6M | +11.3% | -6.1% | +17.3% | +13.2% |
| YTD | +21.1% | +7.6% | +13.5% | +18.8% |
| 1Y | +67.2% | +11.9% | +55.3% | +62.7% |
| All | +192.3% | +50.0% | +142.3% | +172.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling