+178.4%
CAH vs PL
+455.3%
-277.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.4% | -8.9% | +1.4% |
| 7D | +8.5% | -6.8% | +15.3% | +8.5% |
| 30D | +17.0% | -29.3% | +46.3% | +17.5% |
| 3M | +14.3% | -44.8% | +59.1% | +15.1% |
| 6M | +42.2% | -68.4% | +110.6% | +44.1% |
| YTD | +33.2% | -36.4% | +69.5% | +32.7% |
| 1Y | +38.2% | +0.7% | +37.5% | +36.1% |
| 3Y | +178.4% | +455.3% | -277.0% | +162.8% |
| All | +178.4% | +455.3% | -277.0% | +162.8% |
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