+17,150.5%
CAH vs RF
+1,441.6%
+15,708.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +5.9% | -1.3% | +7.3% | +6.2% |
| 30D | +16.5% | +4.6% | +11.9% | +15.6% |
| 3M | +15.7% | -8.4% | +24.2% | +17.6% |
| 6M | +52.7% | +8.9% | +43.9% | +50.2% |
| YTD | +36.3% | +8.8% | +27.5% | +33.8% |
| 1Y | +36.7% | +18.9% | +17.8% | +32.0% |
| 3Y | +178.2% | +116.0% | +62.2% | +136.8% |
| 5Y | +515.8% | +46.0% | +469.7% | +453.9% |
| 10Y | +411.8% | +231.7% | +180.1% | +284.2% |
| All | +17,150.5% | +1,441.6% | +15,708.9% | +7,104.5% |
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