+6,048.0%
CAH vs IT
+5,645.5%
+402.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.4% | +4.7% | -1.6% |
| 7D | +0.5% | -9.1% | +9.6% | +1.8% |
| 30D | +1.7% | -7.0% | +8.7% | +2.6% |
| 3M | +17.9% | +7.6% | +10.2% | +15.5% |
| 6M | +10.9% | +2.1% | +8.8% | +8.9% |
| YTD | +17.9% | -31.6% | +49.4% | +22.1% |
| 1Y | +61.7% | -29.9% | +91.6% | +66.2% |
| 3Y | +183.7% | -51.3% | +235.0% | +204.1% |
| 5Y | +401.3% | -44.8% | +446.1% | +421.0% |
| 10Y | +293.7% | +91.4% | +202.3% | +233.6% |
| All | +6,048.0% | +5,645.5% | +402.6% | +3,177.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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