+275.7%
CAH vs RUN
-29.4%
+305.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.7% | -6.4% | -2.8% |
| 7D | +0.5% | +10.2% | -9.7% | +0.2% |
| 30D | +1.7% | -9.6% | +11.3% | +2.0% |
| 3M | +17.9% | -31.5% | +49.4% | +19.0% |
| 6M | +10.9% | -18.7% | +29.6% | +11.2% |
| YTD | +17.9% | -49.9% | +67.8% | +19.3% |
| 1Y | +61.7% | -45.5% | +107.2% | +62.6% |
| 3Y | +183.7% | -34.1% | +217.8% | +168.2% |
| 5Y | +401.3% | -79.4% | +480.8% | +392.0% |
| 10Y | +293.7% | +48.9% | +244.7% | +201.7% |
| All | +275.7% | -29.4% | +305.1% | +189.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling