+55.4%
CAH vs VMC
-14.0%
+69.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | -5.1% | -3.8% | -1.3% | -4.9% |
| 30D | +0.2% | -9.7% | +9.9% | +0.7% |
| 3M | +6.3% | -9.6% | +15.9% | +7.0% |
| 6M | +9.4% | -4.8% | +14.2% | +10.3% |
| YTD | +15.0% | -10.9% | +25.8% | +14.8% |
| 1Y | +55.4% | -15.6% | +71.0% | +54.9% |
| All | +55.4% | -14.0% | +69.5% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling