+413.1%
CAH vs PL
+82.7%
+330.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.6% |
| 7D | +5.4% | -9.3% | +14.7% | +5.6% |
| 30D | +3.3% | -18.9% | +22.2% | +3.7% |
| 3M | +22.8% | -58.4% | +81.2% | +24.6% |
| 6M | +11.3% | -30.3% | +41.6% | +11.3% |
| YTD | +21.1% | -8.1% | +29.3% | +20.2% |
| 1Y | +67.2% | +180.5% | -113.3% | +60.9% |
| 3Y | +195.6% | +444.1% | -248.5% | +176.2% |
| All | +413.1% | +82.7% | +330.4% | +354.4% |
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