+394.0%
CAH vs TRU
-35.6%
+429.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.7% |
| 7D | -5.1% | -2.7% | -2.4% | -4.9% |
| 30D | +0.2% | -2.0% | +2.2% | +0.3% |
| 3M | +6.3% | +18.4% | -12.1% | +4.9% |
| 6M | +9.4% | +8.9% | +0.5% | +8.4% |
| YTD | +15.0% | -8.9% | +23.9% | +15.3% |
| 1Y | +55.4% | -15.9% | +71.3% | +56.8% |
| 3Y | +173.8% | -1.1% | +174.9% | +170.4% |
| All | +394.0% | -35.6% | +429.6% | +421.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling