+1,404.3%
CAH vs TDY
+6,969.6%
-5,565.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | -5.1% | -1.9% | -3.2% | -4.7% |
| 30D | -1.8% | -12.5% | +10.7% | +0.7% |
| 3M | +9.4% | -0.8% | +10.2% | +9.4% |
| 6M | +9.2% | -9.0% | +18.2% | +10.8% |
| YTD | +15.7% | +16.8% | -1.1% | +11.9% |
| 1Y | +59.7% | +9.5% | +50.3% | +56.1% |
| 3Y | +178.5% | +45.4% | +133.1% | +156.4% |
| 5Y | +398.3% | +37.8% | +360.4% | +360.1% |
| 10Y | +295.7% | +470.2% | -174.6% | +186.2% |
| All | +1,404.3% | +6,969.6% | -5,565.3% | +735.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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