+516.7%
CAH vs PL
+31.5%
+485.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.1% |
| 7D | +3.5% | +10.0% | -6.6% | +3.3% |
| 30D | +13.5% | -2.3% | +15.7% | +13.4% |
| 3M | +21.8% | -44.2% | +66.0% | +23.0% |
| 6M | +51.5% | -66.1% | +117.6% | +54.1% |
| YTD | +38.1% | -30.0% | +68.1% | +37.5% |
| 1Y | +37.7% | +21.0% | +16.7% | +35.1% |
| 3Y | +179.6% | +516.5% | -336.9% | +159.3% |
| All | +516.7% | +31.5% | +485.2% | +470.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling