+403.7%
CAH vs SITM
+4,789.7%
-4,386.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.2% | -0.9% |
| 7D | -5.1% | +3.9% | -9.0% | -5.3% |
| 30D | +0.2% | -6.6% | +6.8% | +0.4% |
| 3M | +6.3% | -11.9% | +18.2% | +6.4% |
| 6M | +9.4% | +81.1% | -71.7% | +4.7% |
| YTD | +15.0% | +80.0% | -65.0% | +9.9% |
| 1Y | +55.4% | +145.8% | -90.4% | +45.6% |
| 3Y | +173.8% | +475.9% | -302.1% | +137.3% |
| 5Y | +395.2% | +189.2% | +206.0% | +328.3% |
| All | +403.7% | +4,789.7% | -4,386.0% | +173.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling