+443.2%
CAH vs S
-48.3%
+491.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.2% |
| 7D | +5.9% | +1.2% | +4.7% | +5.9% |
| 30D | +16.5% | -7.3% | +23.9% | +16.6% |
| 3M | +15.7% | +5.9% | +9.9% | +15.7% |
| 6M | +52.7% | +45.6% | +7.1% | +52.5% |
| YTD | +36.3% | +58.5% | -22.2% | +36.1% |
| 1Y | +36.7% | +37.6% | -0.9% | +36.7% |
| 3Y | +178.2% | +51.7% | +126.5% | +178.2% |
| 5Y | +515.8% | -67.5% | +583.3% | +504.6% |
| All | +443.2% | -48.3% | +491.5% | +465.5% |
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