+515.8%
CAH vs SM
-0.4%
+516.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.6% | -5.3% | 0.0% |
| 7D | +5.9% | +0.3% | +5.6% | +5.9% |
| 30D | +16.5% | -17.3% | +33.9% | +17.3% |
| 3M | +15.7% | -3.6% | +19.3% | +15.5% |
| 6M | +52.7% | +2.9% | +49.8% | +51.5% |
| YTD | +36.3% | +70.2% | -33.9% | +30.5% |
| 1Y | +36.7% | +66.5% | -29.8% | +31.0% |
| 3Y | +178.2% | -8.2% | +186.4% | +172.2% |
| 5Y | +515.8% | -1.5% | +517.2% | +478.4% |
| All | +515.8% | -0.4% | +516.2% | +478.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling