+67.2%
CAH vs FIVE
+66.7%
+0.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.7% | -0.6% |
| 7D | +5.4% | +4.3% | +1.1% | +5.4% |
| 30D | +3.3% | +12.5% | -9.2% | +3.4% |
| 3M | +22.8% | +31.2% | -8.4% | +22.7% |
| 6M | +11.3% | +14.4% | -3.1% | +11.5% |
| YTD | +21.1% | +33.9% | -12.8% | +22.1% |
| 1Y | +67.2% | +65.1% | +2.2% | +72.8% |
| All | +67.2% | +66.7% | +0.5% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling