+401.3%
CAH vs M
+24.8%
+376.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | -2.6% |
| 7D | +0.5% | +2.4% | -1.9% | +0.4% |
| 30D | +1.7% | -11.6% | +13.3% | +2.4% |
| 3M | +17.9% | +1.6% | +16.2% | +17.7% |
| 6M | +10.9% | +25.2% | -14.3% | +9.4% |
| YTD | +17.9% | +3.8% | +14.1% | +17.3% |
| 1Y | +61.7% | +36.3% | +25.3% | +58.2% |
| 3Y | +183.7% | +116.3% | +67.4% | +162.1% |
| 5Y | +401.3% | +28.2% | +373.2% | +368.7% |
| All | +401.3% | +24.8% | +376.5% | +368.7% |
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