+411.3%
CAH vs PL
+46.6%
+364.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +14.5% | -13.6% | +0.7% |
| 7D | +7.8% | +10.9% | -3.0% | +7.6% |
| 30D | +15.5% | -16.4% | +31.8% | +15.7% |
| 3M | +16.3% | -39.9% | +56.2% | +17.3% |
| 6M | +50.0% | -63.2% | +113.2% | +52.4% |
| YTD | +34.7% | -27.1% | +61.9% | +34.1% |
| 1Y | +35.9% | +12.2% | +23.8% | +33.7% |
| 3Y | +178.5% | +584.3% | -405.8% | +157.3% |
| 5Y | +515.7% | +37.0% | +478.7% | +465.4% |
| All | +411.3% | +46.6% | +364.6% | +350.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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