+450.3%
CAH vs S
-51.7%
+502.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +3.5% | +2.0% | +1.5% | +3.4% |
| 30D | +13.5% | -2.7% | +16.2% | +13.5% |
| 3M | +21.8% | -6.9% | +28.7% | +21.9% |
| 6M | +51.5% | +38.1% | +13.5% | +51.3% |
| YTD | +38.1% | +48.0% | -9.9% | +37.9% |
| 1Y | +37.7% | +34.5% | +3.2% | +37.6% |
| 3Y | +179.6% | +38.3% | +141.3% | +179.7% |
| 5Y | +504.9% | -70.9% | +575.9% | +492.5% |
| All | +450.3% | -51.7% | +502.1% | +473.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling