+316.4%
CAH vs FND
+56.5%
+259.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.7% |
| 7D | -5.1% | -5.8% | +0.7% | -4.4% |
| 30D | +0.2% | -20.2% | +20.4% | +3.0% |
| 3M | +6.3% | -12.0% | +18.3% | +7.6% |
| 6M | +9.4% | -18.5% | +27.9% | +11.3% |
| YTD | +15.0% | -22.3% | +37.2% | +17.1% |
| 1Y | +55.4% | -47.6% | +103.1% | +66.6% |
| 3Y | +173.8% | -49.8% | +223.6% | +185.1% |
| 5Y | +395.2% | -63.0% | +458.2% | +425.1% |
| All | +316.4% | +56.5% | +259.9% | +224.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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