+67.2%
CAH vs RUN
-46.2%
+113.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.6% |
| 7D | +5.4% | +1.3% | +4.1% | +5.4% |
| 30D | +3.3% | -15.3% | +18.6% | +2.5% |
| 3M | +22.8% | -40.0% | +62.8% | +19.6% |
| 6M | +11.3% | -27.0% | +38.2% | +10.1% |
| YTD | +21.1% | -51.7% | +72.8% | +17.5% |
| 1Y | +67.2% | -45.9% | +113.1% | +67.5% |
| All | +67.2% | -46.2% | +113.4% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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