+394.0%
CAH vs NYT
+38.8%
+355.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -5.1% | -0.6% | -4.5% | -5.0% |
| 30D | +0.2% | +4.6% | -4.4% | -0.3% |
| 3M | +6.3% | -9.6% | +15.9% | +7.1% |
| 6M | +9.4% | -14.0% | +23.4% | +10.8% |
| YTD | +15.0% | -2.8% | +17.8% | +14.6% |
| 1Y | +55.4% | +15.6% | +39.9% | +51.7% |
| 3Y | +173.8% | +56.3% | +117.5% | +156.0% |
| All | +394.0% | +38.8% | +355.2% | +318.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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