+8,410.1%
CAH vs SM
+1,608.3%
+6,801.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.4% |
| 7D | +5.4% | +0.1% | +5.3% | +5.4% |
| 30D | +3.3% | +26.3% | -23.0% | +1.3% |
| 3M | +22.8% | +8.7% | +14.1% | +21.5% |
| 6M | +11.3% | +51.7% | -40.4% | +6.7% |
| YTD | +21.1% | +99.0% | -77.9% | +13.3% |
| 1Y | +67.2% | +34.6% | +32.6% | +61.1% |
| 3Y | +195.6% | -7.8% | +203.4% | +188.3% |
| 5Y | +413.8% | +104.8% | +309.1% | +355.7% |
| 10Y | +309.6% | +7.2% | +302.3% | +217.3% |
| All | +8,410.1% | +1,608.3% | +6,801.8% | +5,161.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling