+398.3%
CAH vs RUN
-81.3%
+479.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.3% | -1.7% |
| 7D | -5.1% | -3.4% | -1.7% | -5.1% |
| 30D | -1.8% | -14.0% | +12.2% | -1.9% |
| 3M | +9.4% | -27.5% | +36.8% | +9.1% |
| 6M | +9.2% | -29.0% | +38.2% | +9.0% |
| YTD | +15.7% | -53.1% | +68.8% | +15.2% |
| 1Y | +59.7% | -46.7% | +106.5% | +59.1% |
| 3Y | +178.5% | -38.3% | +216.8% | +175.1% |
| 5Y | +398.3% | -80.7% | +479.0% | +395.1% |
| All | +398.3% | -81.3% | +479.5% | +395.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling