+38.5%
CAH vs RF
+21.0%
+17.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.5% |
| 7D | +8.5% | -0.9% | +9.4% | +8.6% |
| 30D | +17.0% | +6.0% | +11.0% | +16.0% |
| 3M | +14.6% | -8.9% | +23.5% | +16.0% |
| 6M | +42.5% | +2.3% | +40.2% | +42.4% |
| YTD | +33.5% | +7.6% | +25.9% | +33.7% |
| 1Y | +38.5% | +21.2% | +17.4% | +39.1% |
| All | +38.5% | +21.0% | +17.5% | +39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling