+301.9%
CAH vs SPMO
+575.0%
-273.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -2.2% | +2.7% | -4.9% | -3.4% |
| 30D | +1.2% | +1.1% | +0.1% | +0.6% |
| 3M | +13.1% | +2.0% | +11.0% | +10.7% |
| 6M | +8.5% | +26.5% | -18.1% | -5.4% |
| YTD | +17.6% | +26.5% | -8.9% | +2.5% |
| 1Y | +60.7% | +27.9% | +32.7% | +38.7% |
| 3Y | +183.2% | +160.4% | +22.8% | +59.1% |
| 5Y | +402.2% | +151.5% | +250.7% | +185.7% |
| 10Y | +302.3% | +526.3% | -224.0% | +51.4% |
| All | +301.9% | +575.0% | -273.1% | +50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling