+401.3%
CAH vs RL
+241.4%
+159.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.6% |
| 7D | +0.5% | +1.9% | -1.4% | +0.3% |
| 30D | +1.7% | -12.2% | +13.9% | +3.3% |
| 3M | +17.9% | -6.6% | +24.5% | +18.6% |
| 6M | +10.9% | +3.2% | +7.8% | +10.1% |
| YTD | +17.9% | -1.3% | +19.2% | +17.4% |
| 1Y | +61.7% | +13.6% | +48.1% | +57.9% |
| 3Y | +183.7% | +210.9% | -27.1% | +134.8% |
| 5Y | +401.3% | +246.9% | +154.5% | +290.5% |
| All | +401.3% | +241.4% | +159.9% | +290.5% |
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