+120.1%
CAH vs VG
-44.1%
+164.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.7% | -4.5% | +0.3% |
| 7D | +3.9% | +15.1% | -11.3% | +4.1% |
| 30D | +16.0% | -4.2% | +20.2% | +16.0% |
| 3M | +19.1% | -3.1% | +22.2% | +19.1% |
| 6M | +53.0% | +0.3% | +52.7% | +53.2% |
| YTD | +36.6% | +95.5% | -58.8% | +34.9% |
| 1Y | +37.4% | +64.4% | -27.0% | +36.2% |
| All | +120.1% | -44.1% | +164.2% | +109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 3y: compounded portfolio wealth divided by compounded VG 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…
3y analysis · Full analysis span regression · 6 months rolling