+289.9%
CAH vs PR
+169.5%
+120.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.5% |
| 7D | +5.4% | +2.9% | +2.5% | +5.2% |
| 30D | +3.3% | +18.0% | -14.7% | +2.4% |
| 3M | +22.8% | +16.9% | +5.9% | +21.6% |
| 6M | +11.3% | +28.2% | -16.9% | +9.6% |
| YTD | +21.1% | +69.3% | -48.2% | +17.4% |
| 1Y | +67.2% | +69.5% | -2.3% | +62.0% |
| 3Y | +195.6% | +81.7% | +113.9% | +182.9% |
| 5Y | +413.8% | +422.2% | -8.4% | +357.2% |
| 10Y | +309.6% | +110.4% | +199.2% | +330.3% |
| All | +289.9% | +169.5% | +120.4% | +309.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling