+509.9%
CAH vs FE
+47.5%
+462.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +8.5% | 0.0% | +8.5% | +8.5% |
| 30D | +17.0% | +5.2% | +11.9% | +15.0% |
| 3M | +14.6% | 0.0% | +14.6% | +14.5% |
| 6M | +42.5% | +5.0% | +37.5% | +39.9% |
| YTD | +33.5% | +7.9% | +25.6% | +30.0% |
| 1Y | +38.5% | +6.3% | +32.2% | +35.6% |
| 3Y | +179.0% | +46.0% | +133.0% | +143.9% |
| All | +509.9% | +47.5% | +462.4% | +422.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling