+326.9%
CAH vs FND
+58.4%
+268.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.6% | +1.9% | -2.1% |
| 7D | +0.5% | +0.4% | +0.1% | +0.4% |
| 30D | +1.7% | -23.6% | +25.3% | +5.1% |
| 3M | +17.9% | +4.3% | +13.5% | +16.8% |
| 6M | +10.9% | -20.3% | +31.2% | +13.2% |
| YTD | +17.9% | -21.3% | +39.2% | +19.9% |
| 1Y | +61.7% | -45.4% | +107.1% | +72.3% |
| 3Y | +183.7% | -48.9% | +232.6% | +194.7% |
| 5Y | +401.3% | -61.0% | +462.4% | +426.2% |
| All | +326.9% | +58.4% | +268.5% | +232.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling