+413.1%
CAH vs RF
+89.8%
+323.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +5.4% | +1.3% | +4.1% | +5.2% |
| 30D | +3.3% | -3.6% | +6.9% | +3.9% |
| 3M | +22.8% | +8.1% | +14.7% | +21.2% |
| 6M | +11.3% | +11.5% | -0.2% | +9.1% |
| YTD | +21.1% | +15.6% | +5.6% | +18.0% |
| 1Y | +67.2% | +15.7% | +51.6% | +62.6% |
| 3Y | +195.6% | +86.9% | +108.7% | +159.9% |
| All | +413.1% | +89.8% | +323.3% | +330.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling