+302.3%
CAH vs MSCI
+615.8%
-313.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -2.2% | -1.1% | -1.2% | -2.0% |
| 30D | +1.2% | -1.2% | +2.4% | +1.4% |
| 3M | +13.1% | -8.4% | +21.5% | +15.0% |
| 6M | +8.5% | -1.0% | +9.5% | +7.8% |
| YTD | +17.6% | -2.3% | +19.9% | +16.9% |
| 1Y | +60.7% | -1.2% | +61.8% | +58.9% |
| 3Y | +183.2% | +7.9% | +175.2% | +169.3% |
| 5Y | +402.2% | -10.1% | +412.2% | +389.2% |
| 10Y | +302.3% | +631.0% | -328.6% | +103.8% |
| All | +302.3% | +615.8% | -313.4% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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