+347.2%
CAH vs PL
+81.7%
+265.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.7% |
| 7D | +0.5% | -7.5% | +8.0% | +0.6% |
| 30D | +1.7% | -25.6% | +27.3% | +2.3% |
| 3M | +17.9% | -45.6% | +63.5% | +19.1% |
| 6M | +10.9% | -29.5% | +40.5% | +10.9% |
| YTD | +17.9% | -9.7% | +27.5% | +17.0% |
| 1Y | +61.7% | +84.4% | -22.7% | +57.3% |
| 3Y | +183.7% | +550.0% | -366.3% | +163.3% |
| 5Y | +401.3% | +79.0% | +322.3% | +343.7% |
| All | +347.2% | +81.7% | +265.5% | +293.1% |
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