+180.2%
CAH vs SM
-1.2%
+181.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -2.2% | -0.2% | -2.0% | -2.2% |
| 30D | +1.2% | +20.3% | -19.1% | +1.4% |
| 3M | +13.1% | +22.9% | -9.8% | +13.4% |
| 6M | +8.5% | +47.8% | -39.4% | +8.8% |
| YTD | +17.6% | +107.5% | -89.8% | +17.9% |
| 1Y | +60.7% | +51.7% | +8.9% | +61.7% |
| All | +180.2% | -1.2% | +181.4% | +182.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling