+421.5%
CAH vs FIVE
+596.6%
-175.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.6% | -4.7% | +0.2% |
| 7D | +7.8% | +6.2% | +1.7% | +6.9% |
| 30D | +15.5% | +18.2% | -2.7% | +12.9% |
| 3M | +16.3% | +3.8% | +12.5% | +15.4% |
| 6M | +50.0% | +13.7% | +36.3% | +46.5% |
| YTD | +34.7% | +34.7% | 0.0% | +28.2% |
| 1Y | +35.9% | +66.6% | -30.7% | +25.5% |
| 3Y | +178.5% | +44.3% | +134.2% | +153.5% |
| 5Y | +515.7% | +18.8% | +496.9% | +464.7% |
| 10Y | +421.5% | +569.2% | -147.7% | +255.8% |
| All | +421.5% | +596.6% | -175.1% | +255.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling