+287.5%
CAH vs SPG
+64.5%
+223.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -5.1% | -1.2% | -4.0% | -4.9% |
| 30D | +0.2% | -6.1% | +6.3% | +1.5% |
| 3M | +6.3% | -3.6% | +9.9% | +7.0% |
| 6M | +9.4% | +10.4% | -1.0% | +7.0% |
| YTD | +15.0% | +14.4% | +0.6% | +11.6% |
| 1Y | +55.4% | +16.5% | +38.9% | +50.3% |
| 3Y | +173.8% | +106.8% | +67.0% | +132.0% |
| 5Y | +395.2% | +108.9% | +286.3% | +312.3% |
| All | +287.5% | +64.5% | +223.0% | +281.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling