+35.0%
CAH vs M
+36.6%
-1.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.6% | -4.1% | +3.2% |
| 7D | +7.0% | +8.3% | -1.2% | +6.6% |
| 30D | +12.4% | +14.2% | -1.8% | +11.7% |
| 3M | +12.2% | -1.1% | +13.3% | +11.7% |
| 6M | +33.2% | +36.6% | -3.4% | +33.0% |
| YTD | +28.4% | +19.8% | +8.6% | +28.2% |
| 1Y | +35.0% | +37.2% | -2.1% | +33.5% |
| All | +35.0% | +36.6% | -1.5% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling