+274.9%
CAH vs TRU
+226.0%
+48.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -2.2% | -6.5% | +4.2% | -1.1% |
| 30D | +1.2% | -2.5% | +3.7% | +1.5% |
| 3M | +13.1% | +10.4% | +2.7% | +10.6% |
| 6M | +8.5% | +1.6% | +6.8% | +7.3% |
| YTD | +17.6% | -9.7% | +27.3% | +18.3% |
| 1Y | +60.7% | -17.3% | +77.9% | +63.9% |
| 3Y | +183.2% | -1.8% | +185.0% | +168.5% |
| 5Y | +402.2% | -36.2% | +438.4% | +429.8% |
| 10Y | +302.3% | +143.2% | +159.1% | +193.3% |
| All | +274.9% | +226.0% | +48.9% | +156.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling