+406.7%
CAH vs Z
-65.6%
+472.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | -2.2% | -7.1% | +4.8% | -2.1% |
| 30D | +1.2% | -4.8% | +6.0% | +1.3% |
| 3M | +13.1% | -9.3% | +22.4% | +13.3% |
| 6M | +8.5% | -29.0% | +37.4% | +9.2% |
| YTD | +17.6% | -52.9% | +70.5% | +19.7% |
| 1Y | +60.7% | -63.1% | +123.8% | +64.8% |
| 3Y | +183.2% | -36.9% | +220.0% | +183.4% |
| All | +406.7% | -65.6% | +472.3% | +383.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling