+2,315.7%
CAH vs RL
+1,549.7%
+766.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.5% |
| 7D | +5.9% | -4.4% | +10.3% | +6.7% |
| 30D | +16.5% | +5.6% | +11.0% | +15.2% |
| 3M | +15.7% | -0.6% | +16.4% | +15.6% |
| 6M | +52.7% | +15.5% | +37.3% | +47.5% |
| YTD | +36.3% | +12.3% | +24.0% | +31.7% |
| 1Y | +36.7% | +19.3% | +17.4% | +30.4% |
| 3Y | +178.2% | +255.5% | -77.4% | +107.4% |
| 5Y | +515.8% | +247.1% | +268.7% | +350.4% |
| 10Y | +411.8% | +346.0% | +65.8% | +236.1% |
| All | +2,315.7% | +1,549.7% | +766.0% | +1,046.5% |
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 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