+1,580.2%
CAH vs FE
+561.4%
+1,018.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | +5.4% | +1.9% | +3.4% | +4.7% |
| 30D | +3.3% | -1.2% | +4.5% | +3.7% |
| 3M | +22.8% | +3.5% | +19.3% | +21.3% |
| 6M | +11.3% | -6.1% | +17.3% | +13.5% |
| YTD | +21.1% | +7.6% | +13.5% | +18.2% |
| 1Y | +67.2% | +11.9% | +55.3% | +61.1% |
| 3Y | +195.6% | +48.4% | +147.2% | +157.2% |
| 5Y | +413.8% | +44.8% | +369.0% | +347.2% |
| 10Y | +309.6% | +115.9% | +193.7% | +201.2% |
| All | +1,580.2% | +561.4% | +1,018.7% | +691.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling