+287.5%
CAH vs SPMO
+517.6%
-230.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.9% |
| 7D | -5.1% | -0.9% | -4.2% | -4.7% |
| 30D | +0.2% | -1.9% | +2.1% | +1.0% |
| 3M | +6.3% | -1.4% | +7.7% | +5.8% |
| 6M | +9.4% | +25.5% | -16.1% | -4.6% |
| YTD | +15.0% | +24.8% | -9.9% | +0.4% |
| 1Y | +55.4% | +24.5% | +31.0% | +35.4% |
| 3Y | +173.8% | +157.1% | +16.7% | +51.7% |
| 5Y | +395.2% | +149.5% | +245.7% | +177.1% |
| All | +287.5% | +517.6% | -230.1% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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