+401.3%
CAH vs S
-72.3%
+473.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.7% |
| 7D | +0.5% | -5.8% | +6.3% | +0.5% |
| 30D | +1.7% | -9.2% | +10.9% | +1.8% |
| 3M | +17.9% | +23.4% | -5.5% | +17.5% |
| 6M | +10.9% | +36.9% | -26.0% | +10.4% |
| YTD | +17.9% | +29.5% | -11.7% | +17.4% |
| 1Y | +61.7% | +5.4% | +56.3% | +61.5% |
| 3Y | +183.7% | +14.7% | +169.0% | +182.6% |
| 5Y | +401.3% | -71.5% | +472.9% | +412.9% |
| All | +401.3% | -72.3% | +473.6% | +412.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling