+296.4%
CAH vs M
-5.5%
+302.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | +0.3% |
| 7D | -2.2% | -4.1% | +1.8% | -1.8% |
| 30D | +1.2% | -13.6% | +14.8% | +2.8% |
| 3M | +13.1% | -2.3% | +15.4% | +13.1% |
| 6M | +8.5% | +21.9% | -13.4% | +5.6% |
| YTD | +17.6% | -0.6% | +18.2% | +16.9% |
| 1Y | +60.7% | +29.7% | +30.9% | +54.3% |
| 3Y | +183.2% | +107.3% | +75.9% | +146.3% |
| 5Y | +402.2% | +20.5% | +381.7% | +347.9% |
| All | +296.4% | -5.5% | +302.0% | +195.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling