+55.4%
CAH vs RUN
-47.1%
+102.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.7% |
| 7D | -5.1% | -3.7% | -1.4% | -5.3% |
| 30D | +0.2% | -13.0% | +13.2% | -0.5% |
| 3M | +6.3% | -31.8% | +38.1% | +4.3% |
| 6M | +9.4% | -32.2% | +41.6% | +7.7% |
| YTD | +15.0% | -53.5% | +68.4% | +11.3% |
| 1Y | +55.4% | -46.5% | +102.0% | +58.9% |
| All | +55.4% | -47.1% | +102.5% | +58.9% |
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