+361.0%
CAH vs S
-56.9%
+417.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -1.7% |
| 7D | -5.1% | +0.1% | -5.1% | -5.1% |
| 30D | -1.8% | -11.8% | +10.0% | -1.7% |
| 3M | +9.4% | +33.9% | -24.6% | +9.2% |
| 6M | +9.2% | +40.1% | -30.9% | +9.0% |
| YTD | +15.7% | +32.1% | -16.4% | +15.5% |
| 1Y | +59.7% | +11.0% | +48.7% | +59.7% |
| 3Y | +178.5% | +16.9% | +161.5% | +178.6% |
| 5Y | +398.3% | -68.9% | +467.2% | +394.4% |
| All | +361.0% | -56.9% | +417.9% | +380.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling