+394.0%
CAH vs SPYG
+85.2%
+308.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -5.1% | -0.9% | -4.2% | -4.9% |
| 30D | +0.2% | -1.5% | +1.7% | +0.5% |
| 3M | +6.3% | +3.7% | +2.6% | +5.3% |
| 6M | +9.4% | +16.4% | -7.0% | +5.1% |
| YTD | +15.0% | +13.3% | +1.6% | +11.1% |
| 1Y | +55.4% | +17.9% | +37.6% | +48.4% |
| 3Y | +173.8% | +98.3% | +75.5% | +122.0% |
| All | +394.0% | +85.2% | +308.8% | +293.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 5y: compounded portfolio wealth divided by compounded SPYG 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…
5y analysis · Full analysis span regression · 6 months rolling