+289.9%
CAH vs SPY
+318.9%
-29.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.3% |
| 7D | -5.1% | -2.0% | -3.1% | -3.7% |
| 30D | -1.8% | -1.7% | -0.1% | -0.6% |
| 3M | +9.4% | +4.7% | +4.6% | +5.7% |
| 6M | +9.2% | +12.5% | -3.3% | +0.1% |
| YTD | +15.7% | +11.7% | +3.9% | +6.4% |
| 1Y | +59.7% | +17.5% | +42.3% | +41.2% |
| 3Y | +178.5% | +76.6% | +101.9% | +76.5% |
| 5Y | +398.3% | +82.0% | +316.2% | +202.2% |
| All | +289.9% | +318.9% | -29.0% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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