+6,176.2%
CAH vs SPG
+5,922.7%
+253.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.1% |
| 7D | +3.5% | +2.0% | +1.5% | +3.0% |
| 30D | +13.5% | +17.2% | -3.8% | +9.4% |
| 3M | +21.8% | +6.3% | +15.5% | +20.1% |
| 6M | +51.5% | +18.7% | +32.8% | +45.6% |
| YTD | +38.1% | +30.1% | +8.0% | +29.7% |
| 1Y | +37.7% | +32.8% | +4.9% | +28.8% |
| 3Y | +179.6% | +133.6% | +46.0% | +126.7% |
| 5Y | +504.9% | +84.4% | +420.6% | +410.1% |
| 10Y | +418.6% | +114.3% | +304.2% | +289.8% |
| All | +6,176.2% | +5,922.7% | +253.5% | +2,003.2% |
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