+1,144.5%
CAH vs RSG
+1,999.8%
-855.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.0% | -1.5% |
| 7D | -5.1% | -1.8% | -3.3% | -4.6% |
| 30D | -1.8% | +2.8% | -4.6% | -2.5% |
| 3M | +9.4% | +4.3% | +5.1% | +8.1% |
| 6M | +9.2% | -0.5% | +9.8% | +9.2% |
| YTD | +15.7% | +5.2% | +10.4% | +13.9% |
| 1Y | +59.7% | -2.1% | +61.9% | +60.1% |
| 3Y | +178.5% | +56.5% | +122.0% | +147.1% |
| 5Y | +398.3% | +89.5% | +308.8% | +319.8% |
| 10Y | +295.7% | +424.8% | -129.1% | +165.7% |
| All | +1,144.5% | +1,999.8% | -855.2% | +549.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling