+406.7%
CAH vs FND
-62.2%
+468.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | -2.2% | -0.8% | -1.5% | -2.2% |
| 30D | +1.2% | -19.6% | +20.8% | +1.9% |
| 3M | +13.1% | -4.3% | +17.4% | +13.2% |
| 6M | +8.5% | -20.4% | +28.9% | +9.0% |
| YTD | +17.6% | -21.9% | +39.5% | +18.0% |
| 1Y | +60.7% | -45.2% | +105.8% | +63.3% |
| 3Y | +183.2% | -49.2% | +232.4% | +185.1% |
| All | +406.7% | -62.2% | +468.9% | +405.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling