+287.5%
CAH vs RSG
+428.9%
-141.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.0% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | +0.2% | +4.0% | -3.8% | -1.9% |
| 3M | +6.3% | +7.4% | -1.1% | +2.1% |
| 6M | +9.4% | +0.1% | +9.3% | +8.9% |
| YTD | +15.0% | +6.0% | +8.9% | +10.7% |
| 1Y | +55.4% | -3.0% | +58.4% | +56.8% |
| 3Y | +173.8% | +56.5% | +117.3% | +108.5% |
| 5Y | +395.2% | +90.9% | +304.3% | +228.7% |
| All | +287.5% | +428.9% | -141.5% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling