+176.0%
CAH vs PL
+560.8%
-384.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | +5.9% | +13.4% | -7.4% | +5.8% |
| 30D | +16.5% | -10.2% | +26.7% | +16.6% |
| 3M | +15.7% | -39.5% | +55.2% | +16.4% |
| 6M | +52.7% | -65.7% | +118.4% | +54.7% |
| YTD | +36.3% | -27.3% | +63.6% | +35.6% |
| 1Y | +36.7% | +15.0% | +21.8% | +34.5% |
| All | +176.0% | +560.8% | -384.9% | +161.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling