+515.8%
CAH vs M
+0.2%
+515.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.3% |
| 7D | +5.9% | -3.3% | +9.2% | +6.1% |
| 30D | +16.5% | +8.1% | +8.4% | +16.0% |
| 3M | +15.7% | +2.2% | +13.5% | +15.5% |
| 6M | +52.7% | +35.1% | +17.6% | +49.9% |
| YTD | +36.3% | +15.8% | +20.5% | +34.7% |
| 1Y | +36.7% | +25.8% | +10.9% | +34.4% |
| 3Y | +178.2% | +156.2% | +21.9% | +152.8% |
| 5Y | +515.8% | -2.4% | +518.1% | +495.5% |
| All | +515.8% | +0.2% | +515.6% | +495.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling