+408.1%
CAH vs RF
+248.4%
+159.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | +9.4% | +0.3% | +9.1% | +9.3% |
| 30D | +16.5% | +6.2% | +10.3% | +14.6% |
| 3M | +17.0% | -7.8% | +24.8% | +19.5% |
| 6M | +51.4% | +5.9% | +45.5% | +48.7% |
| YTD | +36.0% | +9.0% | +26.9% | +32.0% |
| 1Y | +36.0% | +19.3% | +16.8% | +28.6% |
| 3Y | +177.5% | +116.4% | +61.1% | +113.3% |
| 5Y | +509.2% | +46.0% | +463.1% | +413.9% |
| 10Y | +408.1% | +239.8% | +168.3% | +215.3% |
| All | +408.1% | +248.4% | +159.7% | +215.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling