+411.5%
CAH vs Z
-16.5%
+428.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.4% | +0.8% |
| 7D | +3.5% | +0.8% | +2.6% | +3.4% |
| 30D | +13.5% | +5.2% | +8.3% | +12.9% |
| 3M | +21.8% | -17.0% | +38.9% | +23.0% |
| 6M | +51.5% | -22.7% | +74.2% | +53.3% |
| YTD | +38.1% | -56.3% | +94.4% | +44.7% |
| 1Y | +37.7% | -57.7% | +95.4% | +44.5% |
| 3Y | +179.6% | -16.5% | +196.2% | +173.4% |
| 5Y | +504.9% | -53.4% | +558.4% | +506.6% |
| All | +411.5% | -16.5% | +428.0% | +326.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling