+67.2%
CAH vs ROL
-35.4%
+102.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | +5.4% | -1.4% | +6.8% | +5.9% |
| 30D | +3.3% | -4.1% | +7.4% | +4.9% |
| 3M | +22.8% | -22.5% | +45.3% | +35.9% |
| 6M | +11.3% | -37.7% | +48.9% | +38.3% |
| YTD | +21.1% | -39.6% | +60.7% | +51.4% |
| 1Y | +67.2% | -36.0% | +103.3% | +90.3% |
| All | +67.2% | -35.4% | +102.6% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling