+176.0%
CAH vs XRT
+61.0%
+115.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +5.9% | -1.4% | +7.4% | +6.0% |
| 30D | +16.5% | +9.8% | +6.8% | +15.8% |
| 3M | +15.7% | +3.3% | +12.5% | +15.3% |
| 6M | +52.7% | +13.6% | +39.1% | +51.7% |
| YTD | +36.3% | +9.1% | +27.2% | +35.3% |
| 1Y | +36.7% | +15.1% | +21.7% | +35.5% |
| All | +176.0% | +61.0% | +115.0% | +186.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 3y: compounded portfolio wealth divided by compounded XRT 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…
3y analysis · Full analysis span regression · 6 months rolling