+394.0%
CAH vs VSXY
+22.6%
+371.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -0.7% |
| 7D | -5.1% | +0.1% | -5.2% | -5.1% |
| 30D | +0.2% | -18.7% | +18.8% | +0.8% |
| 3M | +6.3% | -4.0% | +10.3% | +6.3% |
| 6M | +9.4% | +67.5% | -58.1% | +6.6% |
| YTD | +15.0% | +39.7% | -24.7% | +12.6% |
| 1Y | +55.4% | +180.0% | -124.5% | +47.0% |
| 3Y | +173.8% | +337.3% | -163.5% | +141.8% |
| All | +394.0% | +22.6% | +371.3% | +391.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 5y: compounded portfolio wealth divided by compounded VSXY 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…
5y analysis · Full analysis span regression · 6 months rolling