+8,252.6%
CAH vs SPY
+3,091.8%
+5,160.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | +5.4% | +0.1% | +5.3% | +5.3% |
| 30D | +3.3% | +0.1% | +3.3% | +3.3% |
| 3M | +22.8% | +2.0% | +20.8% | +20.7% |
| 6M | +11.3% | +13.0% | -1.7% | +1.8% |
| YTD | +21.1% | +13.5% | +7.6% | +10.3% |
| 1Y | +67.2% | +20.0% | +47.3% | +46.2% |
| 3Y | +195.6% | +77.2% | +118.4% | +92.9% |
| 5Y | +413.8% | +81.9% | +332.0% | +223.4% |
| 10Y | +309.6% | +314.1% | -4.5% | +45.3% |
| All | +8,252.6% | +3,091.8% | +5,160.8% | +802.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling