+506.1%
CAH vs PL
+20.8%
+485.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +36.5% |
| 3Y | +179.0% | +455.3% | -276.3% | +159.5% |
| All | +506.1% | +20.8% | +485.3% | +462.8% |
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 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