+67.2%
CAH vs S
+10.1%
+57.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | +5.4% | -7.7% | +13.1% | +5.0% |
| 30D | +3.3% | -5.3% | +8.7% | +3.1% |
| 3M | +22.8% | +20.3% | +2.5% | +23.7% |
| 6M | +11.3% | +47.4% | -36.1% | +13.8% |
| YTD | +21.1% | +32.5% | -11.4% | +24.2% |
| 1Y | +67.2% | +9.5% | +57.7% | +69.9% |
| All | +67.2% | +10.1% | +57.1% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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