+15,232.8%
CAH vs UL
+2,661.1%
+12,571.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +5.4% | -1.3% | +6.7% | +5.8% |
| 30D | +3.3% | +0.5% | +2.8% | +3.1% |
| 3M | +22.8% | +17.6% | +5.2% | +16.2% |
| 6M | +11.3% | -5.4% | +16.6% | +12.6% |
| YTD | +21.1% | +0.7% | +20.4% | +20.0% |
| 1Y | +67.2% | -9.3% | +76.5% | +71.0% |
| 3Y | +195.6% | +24.5% | +171.1% | +170.1% |
| 5Y | +413.8% | +23.2% | +390.6% | +363.8% |
| 10Y | +309.6% | +64.5% | +245.1% | +229.7% |
| All | +15,232.8% | +2,661.1% | +12,571.7% | +5,198.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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