+731.0%
CAH vs VO
+821.9%
-91.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.3% |
| 7D | +0.5% | +0.6% | -0.2% | +0.1% |
| 30D | +1.7% | -1.1% | +2.8% | +2.4% |
| 3M | +17.9% | +4.5% | +13.3% | +14.3% |
| 6M | +10.9% | +11.1% | -0.1% | +3.1% |
| YTD | +17.9% | +13.5% | +4.3% | +7.8% |
| 1Y | +61.7% | +14.5% | +47.2% | +46.7% |
| 3Y | +183.7% | +58.1% | +125.6% | +103.5% |
| 5Y | +401.3% | +43.3% | +358.1% | +276.7% |
| 10Y | +293.7% | +193.2% | +100.5% | +79.3% |
| All | +731.0% | +821.9% | -91.0% | +60.6% |
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