+289.9%
CAH vs M
-10.0%
+299.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.7% | +3.0% | -1.1% |
| 7D | -5.1% | -8.8% | +3.7% | -4.1% |
| 30D | -1.8% | -16.4% | +14.6% | +0.2% |
| 3M | +9.4% | -10.8% | +20.2% | +10.5% |
| 6M | +9.2% | +16.1% | -6.9% | +6.9% |
| YTD | +15.7% | -5.3% | +20.9% | +15.6% |
| 1Y | +59.7% | +24.9% | +34.9% | +54.1% |
| 3Y | +178.5% | +97.5% | +80.9% | +143.6% |
| 5Y | +398.3% | +20.4% | +377.9% | +343.4% |
| All | +289.9% | -10.0% | +299.8% | +192.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling