+376.3%
CAH vs P
+499.9%
-123.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | +9.4% | -13.3% | +22.7% | +10.4% |
| 30D | +16.5% | -34.0% | +50.5% | +19.8% |
| 3M | +17.0% | +4.1% | +12.9% | +15.4% |
| 6M | +51.4% | +30.5% | +20.9% | +45.4% |
| YTD | +36.0% | +52.2% | -16.2% | +28.0% |
| 1Y | +36.0% | +10.3% | +25.7% | +31.3% |
| 3Y | +177.5% | +180.9% | -3.4% | +133.1% |
| 5Y | +509.2% | +259.7% | +249.5% | +384.8% |
| 10Y | +408.1% | +652.6% | -244.5% | +255.0% |
| All | +376.3% | +499.9% | -123.6% | +228.9% |
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