+9,420.8%
CAH vs SPY
+3,034.0%
+6,386.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.3% |
| 7D | +3.5% | +2.6% | +0.9% | +1.6% |
| 30D | +13.5% | -2.0% | +15.4% | +14.8% |
| 3M | +21.8% | -2.8% | +24.6% | +23.8% |
| 6M | +51.5% | +2.1% | +49.4% | +48.3% |
| YTD | +38.1% | +11.5% | +26.6% | +26.9% |
| 1Y | +37.7% | +13.5% | +24.2% | +25.0% |
| 3Y | +179.6% | +77.7% | +101.9% | +81.6% |
| 5Y | +504.9% | +72.6% | +432.3% | +293.9% |
| 10Y | +418.6% | +308.2% | +110.4% | +84.9% |
| All | +9,420.8% | +3,034.0% | +6,386.9% | +938.1% |
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