+415.3%
CAH vs SITM
+4,437.5%
-4,022.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | -2.2% | +3.7% | -5.9% | -2.4% |
| 30D | +1.2% | -14.5% | +15.7% | +1.8% |
| 3M | +13.1% | -10.6% | +23.7% | +13.0% |
| 6M | +8.5% | +65.5% | -57.1% | +4.2% |
| YTD | +17.6% | +67.0% | -49.4% | +12.8% |
| 1Y | +60.7% | +138.6% | -77.9% | +50.6% |
| 3Y | +183.2% | +421.8% | -238.7% | +146.5% |
| 5Y | +402.2% | +172.4% | +229.8% | +335.2% |
| All | +415.3% | +4,437.5% | -4,022.1% | +180.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling