+177.5%
CAH vs S
+54.2%
+123.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | +9.4% | +1.4% | +8.0% | +9.4% |
| 30D | +16.5% | -10.8% | +27.3% | +16.5% |
| 3M | +17.0% | +5.4% | +11.6% | +17.0% |
| 6M | +51.4% | +41.2% | +10.2% | +51.1% |
| YTD | +36.0% | +56.2% | -20.2% | +35.8% |
| 1Y | +36.0% | +36.3% | -0.3% | +36.2% |
| 3Y | +177.5% | +49.4% | +128.1% | +200.1% |
| All | +177.5% | +54.2% | +123.2% | +200.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling