+324.4%
CAH vs P
+485.4%
-161.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.7% |
| 7D | +5.4% | +6.5% | -1.2% | +4.8% |
| 30D | +3.3% | +18.8% | -15.5% | +1.6% |
| 3M | +22.8% | +26.7% | -4.0% | +19.6% |
| 6M | +11.3% | +62.2% | -50.9% | +5.4% |
| YTD | +21.1% | +48.5% | -27.4% | +15.2% |
| 1Y | +67.2% | +26.4% | +40.8% | +60.3% |
| 3Y | +195.6% | +159.4% | +36.2% | +152.4% |
| 5Y | +413.8% | +275.8% | +138.0% | +309.1% |
| 10Y | +309.6% | +732.0% | -422.4% | +187.1% |
| All | +324.4% | +485.4% | -161.0% | +196.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling