+173.8%
CAH vs QSR
+25.8%
+148.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -5.1% | -4.0% | -1.1% | -4.6% |
| 30D | +0.2% | +2.8% | -2.6% | -0.2% |
| 3M | +6.3% | +5.1% | +1.2% | +5.6% |
| 6M | +9.4% | +8.8% | +0.6% | +8.0% |
| YTD | +15.0% | +14.8% | +0.1% | +12.7% |
| 1Y | +55.4% | +25.7% | +29.7% | +50.7% |
| 3Y | +173.8% | +27.5% | +146.3% | +165.6% |
| All | +173.8% | +25.8% | +148.0% | +165.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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