+995.7%
CAH vs MKTX
+1,442.6%
-446.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.6% | -0.6% |
| 7D | -5.1% | -0.2% | -4.9% | -5.1% |
| 30D | +0.2% | +0.7% | -0.6% | +0.1% |
| 3M | +6.3% | +40.8% | -34.5% | +0.8% |
| 6M | +9.4% | -8.0% | +17.4% | +9.9% |
| YTD | +15.0% | -8.7% | +23.7% | +15.5% |
| 1Y | +55.4% | -11.8% | +67.3% | +56.7% |
| 3Y | +173.8% | -24.0% | +197.9% | +176.7% |
| 5Y | +395.2% | -60.3% | +455.5% | +440.1% |
| 10Y | +293.2% | +5.0% | +288.2% | +260.4% |
| All | +995.7% | +1,442.6% | -446.9% | +540.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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