+302.3%
CAH vs FIVE
+486.0%
-183.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.2% |
| 7D | -2.2% | +1.7% | -3.9% | -2.5% |
| 30D | +1.2% | +5.0% | -3.8% | +0.4% |
| 3M | +13.1% | +29.5% | -16.4% | +8.9% |
| 6M | +8.5% | +12.4% | -3.9% | +5.9% |
| YTD | +17.6% | +31.2% | -13.6% | +12.4% |
| 1Y | +60.7% | +72.9% | -12.2% | +47.1% |
| 3Y | +183.2% | +53.0% | +130.1% | +154.4% |
| 5Y | +402.2% | +34.2% | +368.0% | +346.7% |
| 10Y | +302.3% | +497.6% | -195.3% | +174.2% |
| All | +302.3% | +486.0% | -183.7% | +174.2% |
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