+356.7%
CAH vs VSXY
+37.7%
+319.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | -0.1% |
| 7D | -2.2% | -10.7% | +8.5% | -2.0% |
| 30D | +1.2% | -24.3% | +25.4% | +1.9% |
| 3M | +13.1% | +1.0% | +12.1% | +12.9% |
| 6M | +8.5% | +57.4% | -48.9% | +6.3% |
| YTD | +17.6% | +39.8% | -22.2% | +15.5% |
| 1Y | +60.7% | +196.5% | -135.8% | +52.8% |
| 3Y | +183.2% | +357.2% | -174.1% | +154.8% |
| 5Y | +402.2% | +18.9% | +383.3% | +383.2% |
| All | +356.7% | +37.7% | +319.0% | +339.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling