+411.5%
CAH vs P
+652.0%
-240.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.2% |
| 7D | +3.5% | +11.6% | -8.2% | +2.5% |
| 30D | +13.5% | -23.7% | +37.1% | +15.5% |
| 3M | +21.8% | -8.0% | +29.8% | +21.6% |
| 6M | +51.5% | +27.9% | +23.6% | +45.7% |
| YTD | +38.1% | +61.2% | -23.1% | +29.0% |
| 1Y | +37.7% | +28.6% | +9.1% | +30.8% |
| 3Y | +179.6% | +200.5% | -20.9% | +130.1% |
| 5Y | +504.9% | +282.9% | +222.0% | +368.6% |
| All | +411.5% | +652.0% | -240.5% | +246.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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