+394.0%
CAH vs RSG
+89.9%
+304.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | +0.2% | +4.0% | -3.8% | -1.4% |
| 3M | +6.3% | +7.4% | -1.1% | +3.0% |
| 6M | +9.4% | +0.1% | +9.3% | +9.0% |
| YTD | +15.0% | +6.0% | +8.9% | +11.7% |
| 1Y | +55.4% | -3.0% | +58.4% | +56.8% |
| 3Y | +173.8% | +56.5% | +117.3% | +125.3% |
| All | +394.0% | +89.9% | +304.1% | +270.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling