+176.0%
CAH vs PR
+89.6%
+86.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.5% | +0.2% |
| 7D | +5.9% | -0.5% | +6.4% | +5.9% |
| 30D | +16.5% | -4.6% | +21.2% | +16.6% |
| 3M | +15.7% | +4.7% | +11.1% | +15.3% |
| 6M | +52.7% | +12.4% | +40.3% | +51.7% |
| YTD | +36.3% | +62.9% | -26.6% | +33.2% |
| 1Y | +36.7% | +70.6% | -33.8% | +33.3% |
| All | +176.0% | +89.6% | +86.4% | +164.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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