+516.7%
CAH vs RL
+239.2%
+277.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.2% |
| 7D | +3.5% | +2.6% | +0.9% | +3.1% |
| 30D | +13.5% | +2.9% | +10.5% | +13.0% |
| 3M | +21.8% | 0.0% | +21.8% | +21.7% |
| 6M | +51.5% | +17.1% | +34.4% | +48.2% |
| YTD | +38.1% | +10.1% | +28.0% | +35.6% |
| 1Y | +37.7% | +17.3% | +20.4% | +34.1% |
| 3Y | +179.6% | +249.3% | -69.7% | +127.9% |
| All | +516.7% | +239.2% | +277.5% | +398.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling