+442.0%
CAH vs RF
+279.4%
+162.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.6% |
| 7D | +8.5% | -0.9% | +9.4% | +8.7% |
| 30D | +17.0% | +6.0% | +11.0% | +15.1% |
| 3M | +14.6% | -8.9% | +23.5% | +17.5% |
| 6M | +42.5% | +2.3% | +40.2% | +41.3% |
| YTD | +33.5% | +7.6% | +25.9% | +30.0% |
| 1Y | +38.5% | +21.2% | +17.4% | +30.3% |
| 3Y | +179.0% | +108.5% | +70.5% | +116.3% |
| 5Y | +507.2% | +43.2% | +464.0% | +414.1% |
| All | +442.0% | +279.4% | +162.6% | +198.4% |
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