+289.9%
CAH vs RVTY
+139.0%
+150.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.7% | -1.2% |
| 7D | -5.1% | -7.4% | +2.4% | -3.7% |
| 30D | -1.8% | +4.5% | -6.3% | -2.6% |
| 3M | +9.4% | +19.5% | -10.1% | +5.6% |
| 6M | +9.2% | +34.1% | -24.9% | +2.7% |
| YTD | +15.7% | +25.3% | -9.6% | +9.7% |
| 1Y | +59.7% | +47.0% | +12.7% | +45.6% |
| 3Y | +178.5% | +14.1% | +164.3% | +159.6% |
| 5Y | +398.3% | -34.6% | +432.8% | +435.4% |
| All | +289.9% | +139.0% | +150.9% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RVTY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling