+2,047.2%
CAH vs RL
+1,366.2%
+681.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.0% |
| 7D | +5.4% | -0.8% | +6.2% | +5.5% |
| 30D | +3.3% | -7.8% | +11.1% | +4.9% |
| 3M | +22.8% | -4.0% | +26.8% | +23.4% |
| 6M | +11.3% | -1.9% | +13.1% | +10.9% |
| YTD | +21.1% | -0.2% | +21.3% | +20.0% |
| 1Y | +67.2% | +10.7% | +56.6% | +61.9% |
| 3Y | +195.6% | +210.8% | -15.1% | +126.4% |
| 5Y | +413.8% | +238.2% | +175.6% | +276.8% |
| 10Y | +309.6% | +313.4% | -3.8% | +173.4% |
| All | +2,047.2% | +1,366.2% | +681.0% | +944.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling