+287.5%
CAH vs USFR
+28.1%
+259.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.8% |
| 7D | -5.1% | +0.1% | -5.2% | -5.4% |
| 30D | +0.2% | +0.4% | -0.2% | -0.7% |
| 3M | +6.3% | +1.0% | +5.3% | +3.5% |
| 6M | +9.4% | +2.0% | +7.4% | +4.0% |
| YTD | +15.0% | +2.8% | +12.2% | +7.1% |
| 1Y | +55.4% | +4.1% | +51.4% | +40.0% |
| 3Y | +173.8% | +14.1% | +159.7% | +96.0% |
| 5Y | +395.2% | +20.6% | +374.6% | +210.3% |
| All | +287.5% | +28.1% | +259.3% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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