+407.7%
CAH vs USFR
+27.6%
+380.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | +1.7% | +0.3% | +1.4% | +1.5% |
| 3M | +17.9% | +1.0% | +16.9% | +17.1% |
| 6M | +10.9% | +1.9% | +9.0% | +9.5% |
| YTD | +17.9% | +2.7% | +15.2% | +15.7% |
| 1Y | +61.7% | +4.0% | +57.7% | +57.3% |
| 3Y | +183.7% | +14.0% | +169.7% | +159.9% |
| 5Y | +401.3% | +20.4% | +380.9% | +344.2% |
| 10Y | +293.7% | +28.1% | +265.6% | +237.9% |
| All | +407.7% | +27.6% | +380.1% | +341.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling