+7,016.9%
CAH vs M
+396.5%
+6,620.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.0% |
| 7D | +5.4% | +4.7% | +0.7% | +4.6% |
| 30D | +3.3% | -9.6% | +13.0% | +4.9% |
| 3M | +22.8% | +0.9% | +21.9% | +22.2% |
| 6M | +11.3% | +22.3% | -11.0% | +7.2% |
| YTD | +21.1% | +6.5% | +14.6% | +18.8% |
| 1Y | +67.2% | +38.8% | +28.5% | +56.9% |
| 3Y | +195.6% | +115.9% | +79.7% | +146.4% |
| 5Y | +413.8% | +28.6% | +385.2% | +339.8% |
| 10Y | +309.6% | -2.5% | +312.1% | +221.4% |
| All | +7,016.9% | +396.5% | +6,620.4% | +3,192.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling