+516.7%
CAH vs FND
-63.9%
+580.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.1% |
| 7D | +3.5% | -6.8% | +10.3% | +3.7% |
| 30D | +13.5% | +8.0% | +5.5% | +13.1% |
| 3M | +21.8% | -18.9% | +40.8% | +22.5% |
| 6M | +51.5% | +4.7% | +46.8% | +51.2% |
| YTD | +38.1% | -21.6% | +59.7% | +38.4% |
| 1Y | +37.7% | -22.0% | +59.7% | +38.0% |
| 3Y | +179.6% | -40.4% | +220.0% | +177.6% |
| All | +516.7% | -63.9% | +580.6% | +524.7% |
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