+9,600.4%
CAH vs SM
+1,434.4%
+8,166.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +3.5% | +9.4% | -5.9% | +2.7% |
| 30D | +13.5% | -14.4% | +27.8% | +14.6% |
| 3M | +21.8% | +1.6% | +20.3% | +21.2% |
| 6M | +51.5% | +6.3% | +45.2% | +49.5% |
| YTD | +38.1% | +78.8% | -40.7% | +29.8% |
| 1Y | +37.7% | +83.1% | -45.4% | +29.1% |
| 3Y | +179.6% | -5.9% | +185.5% | +171.5% |
| 5Y | +504.9% | +4.8% | +500.1% | +467.7% |
| 10Y | +418.6% | +17.5% | +401.0% | +297.2% |
| All | +9,600.4% | +1,434.4% | +8,166.0% | +5,927.4% |
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 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