+394.0%
CAH vs SU
+348.9%
+45.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -5.1% | +2.2% | -7.3% | -5.3% |
| 30D | +0.2% | +8.4% | -8.3% | -0.7% |
| 3M | +6.3% | +12.1% | -5.8% | +4.9% |
| 6M | +9.4% | +19.7% | -10.3% | +6.9% |
| YTD | +15.0% | +58.4% | -43.5% | +8.6% |
| 1Y | +55.4% | +67.2% | -11.8% | +45.8% |
| 3Y | +173.8% | +125.0% | +48.8% | +144.8% |
| All | +394.0% | +348.9% | +45.1% | +282.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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