+37.1%
CAH vs S
+38.1%
-1.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.3% |
| 7D | +5.9% | +1.2% | +4.7% | +6.0% |
| 30D | +16.5% | -7.3% | +23.9% | +16.3% |
| 3M | +15.7% | +5.9% | +9.9% | +16.3% |
| 6M | +52.7% | +45.6% | +7.1% | +55.7% |
| YTD | +36.3% | +58.5% | -22.2% | +41.4% |
| All | +37.1% | +38.1% | -1.0% | +41.7% |
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