+342.5%
CAH vs Z
+7.8%
+334.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +53.4% |
| YTD | +38.1% | -56.3% | +94.4% | +45.1% |
| 1Y | +37.7% | -57.7% | +95.4% | +44.9% |
| 3Y | +179.6% | -16.5% | +196.2% | +173.2% |
| 5Y | +504.9% | -53.4% | +558.4% | +506.9% |
| 10Y | +418.6% | -15.9% | +434.5% | +329.3% |
| All | +342.5% | +7.8% | +334.7% | +242.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling