+394.0%
CAH vs QSR
+40.5%
+353.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | -5.1% | -4.0% | -1.1% | -4.2% |
| 30D | +0.2% | +2.8% | -2.6% | -0.5% |
| 3M | +6.3% | +5.1% | +1.2% | +4.9% |
| 6M | +9.4% | +8.8% | +0.6% | +6.8% |
| YTD | +15.0% | +14.8% | +0.1% | +10.6% |
| 1Y | +55.4% | +25.7% | +29.7% | +46.1% |
| 3Y | +173.8% | +27.5% | +146.3% | +148.8% |
| All | +394.0% | +40.5% | +353.5% | +326.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling