+287.5%
CAH vs TRU
+147.2%
+140.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.8% |
| 7D | -5.1% | -2.7% | -2.4% | -4.7% |
| 30D | +0.2% | -2.0% | +2.2% | +0.4% |
| 3M | +6.3% | +18.4% | -12.1% | +2.9% |
| 6M | +9.4% | +8.9% | +0.5% | +7.0% |
| YTD | +15.0% | -8.9% | +23.9% | +15.5% |
| 1Y | +55.4% | -15.9% | +71.3% | +58.0% |
| 3Y | +173.8% | -1.1% | +174.9% | +160.0% |
| 5Y | +395.2% | -35.2% | +430.4% | +424.9% |
| All | +287.5% | +147.2% | +140.3% | +218.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling