+51.5%
CAH vs S
+41.8%
+9.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.0% |
| 7D | +3.5% | +2.0% | +1.5% | +3.6% |
| 30D | +13.5% | -2.7% | +16.2% | +13.4% |
| 3M | +21.8% | -6.9% | +28.7% | +22.1% |
| 6M | +51.5% | +38.1% | +13.5% | +51.7% |
| All | +51.5% | +41.8% | +9.8% | +51.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling