+5,406.1%
CAH vs SPG
+5,256.9%
+149.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | +5.4% | -2.4% | +7.8% | +6.0% |
| 30D | +3.3% | -6.8% | +10.2% | +5.0% |
| 3M | +22.8% | +2.7% | +20.1% | +22.0% |
| 6M | +11.3% | +5.5% | +5.8% | +9.8% |
| YTD | +21.1% | +15.7% | +5.4% | +16.9% |
| 1Y | +67.2% | +20.9% | +46.4% | +59.8% |
| 3Y | +195.6% | +112.4% | +83.2% | +144.9% |
| 5Y | +413.8% | +101.4% | +312.5% | +324.1% |
| 10Y | +309.6% | +60.6% | +248.9% | +229.5% |
| All | +5,406.1% | +5,256.9% | +149.2% | +1,796.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling