+406.5%
CAH vs PL
+28.1%
+378.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.4% | -8.9% | +1.3% |
| 7D | +8.5% | -6.8% | +15.3% | +8.6% |
| 30D | +17.0% | -29.3% | +46.3% | +17.7% |
| 3M | +14.6% | -44.8% | +59.4% | +15.7% |
| 6M | +42.5% | -68.4% | +110.9% | +45.1% |
| YTD | +33.5% | -36.4% | +69.8% | +33.2% |
| 1Y | +38.5% | +0.7% | +37.8% | +36.4% |
| 3Y | +179.0% | +455.3% | -276.3% | +158.9% |
| 5Y | +507.2% | +22.7% | +484.5% | +450.2% |
| All | +406.5% | +28.1% | +378.4% | +347.5% |
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