+815.0%
CAH vs FIVE
+873.2%
-58.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +9.4% | +7.3% | +2.1% | +8.4% |
| 30D | +16.5% | +18.1% | -1.6% | +14.0% |
| 3M | +17.0% | +7.7% | +9.3% | +15.6% |
| 6M | +51.4% | +13.6% | +37.8% | +48.0% |
| YTD | +36.0% | +34.6% | +1.4% | +29.7% |
| 1Y | +36.0% | +66.2% | -30.2% | +26.1% |
| 3Y | +177.5% | +43.5% | +134.0% | +153.2% |
| 5Y | +509.2% | +20.7% | +488.5% | +456.2% |
| 10Y | +408.1% | +541.5% | -133.4% | +250.0% |
| All | +815.0% | +873.2% | -58.2% | +503.3% |
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