+183.7%
CAH vs ROL
+1.0%
+182.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -2.0% |
| 7D | +0.5% | -3.4% | +3.9% | +1.5% |
| 30D | +1.7% | -6.9% | +8.7% | +3.8% |
| 3M | +17.9% | -24.6% | +42.5% | +27.4% |
| 6M | +10.9% | -39.5% | +50.5% | +28.4% |
| YTD | +17.9% | -41.1% | +59.0% | +37.5% |
| 1Y | +61.7% | -37.9% | +99.6% | +84.8% |
| 3Y | +183.7% | +0.8% | +182.9% | +213.0% |
| All | +183.7% | +1.0% | +182.7% | +213.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling