+401.3%
CAH vs REPL
-53.9%
+455.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.7% |
| 7D | +0.5% | -5.7% | +6.2% | +0.5% |
| 30D | +1.7% | +22.5% | -20.7% | +1.6% |
| 3M | +17.9% | +64.7% | -46.8% | +17.1% |
| 6M | +10.9% | +83.0% | -72.1% | +9.5% |
| YTD | +17.9% | +52.0% | -34.1% | +16.5% |
| 1Y | +61.7% | +144.5% | -82.8% | +58.0% |
| 3Y | +183.7% | -25.1% | +208.8% | +178.4% |
| 5Y | +401.3% | -52.9% | +454.2% | +393.0% |
| All | +401.3% | -53.9% | +455.2% | +393.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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