+15,232.8%
CAH vs RF
+1,537.4%
+13,695.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +5.4% | +1.3% | +4.1% | +5.1% |
| 30D | +3.3% | -3.6% | +6.9% | +4.0% |
| 3M | +22.8% | +8.1% | +14.7% | +21.0% |
| 6M | +11.3% | +11.5% | -0.2% | +8.9% |
| YTD | +21.1% | +15.6% | +5.6% | +17.6% |
| 1Y | +67.2% | +15.7% | +51.6% | +62.1% |
| 3Y | +195.6% | +86.9% | +108.7% | +157.8% |
| 5Y | +413.8% | +89.8% | +324.0% | +340.6% |
| 10Y | +309.6% | +344.7% | -35.1% | +193.3% |
| All | +15,232.8% | +1,537.4% | +13,695.4% | +6,236.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling