+67.2%
CAH vs SM
+36.8%
+30.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.8% |
| 7D | +5.4% | -0.5% | +5.9% | +5.4% |
| 30D | +3.3% | +25.6% | -22.2% | +5.0% |
| 3M | +22.8% | +8.0% | +14.8% | +23.7% |
| 6M | +11.3% | +50.8% | -39.5% | +15.0% |
| YTD | +21.1% | +97.9% | -76.7% | +27.7% |
| 1Y | +67.2% | +33.8% | +33.4% | +74.8% |
| All | +67.2% | +36.8% | +30.5% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling