+402.2%
CAH vs SPG
+104.0%
+298.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.3% |
| 7D | -2.2% | -1.7% | -0.6% | -1.9% |
| 30D | +1.2% | -6.3% | +7.5% | +2.6% |
| 3M | +13.1% | -2.4% | +15.5% | +13.6% |
| 6M | +8.5% | +9.6% | -1.2% | +6.3% |
| YTD | +17.6% | +14.2% | +3.4% | +14.2% |
| 1Y | +60.7% | +19.3% | +41.4% | +54.6% |
| 3Y | +183.2% | +106.7% | +76.4% | +138.4% |
| 5Y | +402.2% | +104.2% | +298.0% | +296.7% |
| All | +402.2% | +104.0% | +298.2% | +296.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling