+288.2%
CAH vs Z
+25.1%
+263.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.4% |
| 7D | +5.4% | -3.0% | +8.4% | +5.6% |
| 30D | +3.3% | -4.2% | +7.5% | +3.5% |
| 3M | +22.8% | -3.7% | +26.5% | +22.8% |
| 6M | +11.3% | -24.5% | +35.8% | +13.0% |
| YTD | +21.1% | -49.3% | +70.4% | +26.3% |
| 1Y | +67.2% | -58.7% | +125.9% | +76.7% |
| 3Y | +195.6% | -34.1% | +229.8% | +196.1% |
| 5Y | +413.8% | -64.5% | +478.4% | +429.1% |
| 10Y | +309.6% | -0.5% | +310.1% | +235.3% |
| All | +288.2% | +25.1% | +263.1% | +198.3% |
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 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