+37.7%
CAH vs SPY
+12.1%
+25.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.1% |
| 7D | +3.5% | +2.6% | +0.9% | +3.5% |
| 30D | +13.5% | -2.0% | +15.4% | +13.3% |
| 3M | +21.8% | -2.8% | +24.6% | +21.7% |
| 6M | +51.5% | +2.1% | +49.4% | +50.8% |
| YTD | +38.1% | +11.5% | +26.6% | +33.3% |
| 1Y | +37.7% | +13.5% | +24.2% | +32.4% |
| All | +37.7% | +12.1% | +25.7% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling