+760.2%
CAH vs TRI
+507.2%
+253.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.6% | +0.3% |
| 7D | -2.2% | -8.4% | +6.2% | +0.2% |
| 30D | +1.2% | -6.5% | +7.7% | +2.8% |
| 3M | +13.1% | +18.6% | -5.5% | +5.6% |
| 6M | +8.5% | -10.4% | +18.9% | +9.3% |
| YTD | +17.6% | -23.7% | +41.3% | +23.4% |
| 1Y | +60.7% | -42.5% | +103.1% | +85.2% |
| 3Y | +183.2% | -19.3% | +202.4% | +184.7% |
| 5Y | +402.2% | -9.7% | +411.8% | +378.4% |
| 10Y | +302.3% | +194.4% | +107.9% | +142.2% |
| All | +760.2% | +507.2% | +253.0% | +210.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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