+873.5%
CAH vs VO
+825.6%
+47.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +3.5% | +3.1% | +0.4% | +1.3% |
| 30D | +13.5% | +2.2% | +11.3% | +11.7% |
| 3M | +21.8% | -2.5% | +24.3% | +23.7% |
| 6M | +51.5% | +7.0% | +44.6% | +44.4% |
| YTD | +38.1% | +14.0% | +24.1% | +25.7% |
| 1Y | +37.7% | +15.6% | +22.1% | +24.1% |
| 3Y | +179.6% | +66.2% | +113.4% | +93.7% |
| 5Y | +504.9% | +36.6% | +468.3% | +369.7% |
| 10Y | +418.6% | +199.0% | +219.6% | +132.7% |
| All | +873.5% | +825.6% | +47.9% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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