+759.4%
CAH vs XRT
+514.3%
+245.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.0% |
| 7D | +5.4% | +0.8% | +4.6% | +5.0% |
| 30D | +3.3% | -4.2% | +7.5% | +5.1% |
| 3M | +22.8% | +5.1% | +17.7% | +20.0% |
| 6M | +11.3% | +2.4% | +8.8% | +9.6% |
| YTD | +21.1% | +3.2% | +17.9% | +18.7% |
| 1Y | +67.2% | +1.5% | +65.7% | +64.1% |
| 3Y | +195.6% | +40.6% | +155.1% | +144.3% |
| 5Y | +413.8% | -1.0% | +414.8% | +379.5% |
| 10Y | +309.6% | +128.4% | +181.2% | +134.5% |
| All | +759.4% | +514.3% | +245.1% | +180.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling