+302.3%
CAH vs RL
+297.6%
+4.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.5% |
| 7D | -2.2% | -0.3% | -2.0% | -2.2% |
| 30D | +1.2% | -17.5% | +18.7% | +5.2% |
| 3M | +13.1% | -14.0% | +27.1% | +16.3% |
| 6M | +8.5% | -2.0% | +10.4% | +8.0% |
| YTD | +17.6% | -4.6% | +22.2% | +17.4% |
| 1Y | +60.7% | +9.5% | +51.2% | +55.3% |
| 3Y | +183.2% | +200.5% | -17.3% | +109.0% |
| 5Y | +402.2% | +226.3% | +175.9% | +250.3% |
| 10Y | +302.3% | +304.8% | -2.5% | +145.2% |
| All | +302.3% | +297.6% | +4.7% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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