+307.1%
CAH vs QSR
+206.0%
+101.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.2% |
| 7D | -2.2% | -2.4% | +0.1% | -1.6% |
| 30D | +1.2% | +5.7% | -4.5% | -0.4% |
| 3M | +13.1% | +6.9% | +6.2% | +10.8% |
| 6M | +8.5% | +6.9% | +1.6% | +6.0% |
| YTD | +17.6% | +14.9% | +2.7% | +12.5% |
| 1Y | +60.7% | +29.1% | +31.6% | +48.5% |
| 3Y | +183.2% | +26.1% | +157.0% | +158.8% |
| 5Y | +402.2% | +42.3% | +359.9% | +338.7% |
| 10Y | +302.3% | +134.0% | +168.4% | +196.1% |
| All | +307.1% | +206.0% | +101.1% | +178.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling