+817.2%
CAH vs FIVE
+862.5%
-45.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | +5.9% | -0.5% | +6.4% | +5.9% |
| 30D | +16.5% | +17.4% | -0.9% | +14.1% |
| 3M | +15.7% | +7.0% | +8.7% | +14.5% |
| 6M | +52.7% | +20.5% | +32.3% | +48.2% |
| YTD | +36.3% | +33.1% | +3.2% | +30.2% |
| 1Y | +36.7% | +67.1% | -30.3% | +26.7% |
| 3Y | +178.2% | +41.9% | +136.3% | +154.1% |
| 5Y | +515.8% | +21.1% | +494.7% | +461.6% |
| 10Y | +411.8% | +518.8% | -107.0% | +254.0% |
| All | +817.2% | +862.5% | -45.4% | +505.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling