+35.0%
CAH vs SPG
+34.3%
+0.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.7% | +2.6% |
| 7D | +7.0% | +8.2% | -1.2% | +4.3% |
| 30D | +12.4% | +13.5% | -1.1% | +7.8% |
| 3M | +12.2% | +2.2% | +9.9% | +11.3% |
| 6M | +33.2% | +15.9% | +17.3% | +26.5% |
| YTD | +28.4% | +27.6% | +0.8% | +19.1% |
| 1Y | +35.0% | +30.9% | +4.1% | +24.0% |
| All | +35.0% | +34.3% | +0.8% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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