+147.5%
GE vs CAH
+294.8%
-147.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | +0.1% |
| 7D | -4.0% | -5.1% | +1.1% | -1.9% |
| 30D | -11.4% | +0.2% | -11.6% | -11.5% |
| 3M | -2.6% | +6.3% | -8.9% | -5.2% |
| 6M | -0.3% | +9.4% | -9.7% | -4.4% |
| YTD | +5.4% | +15.0% | -9.6% | -1.5% |
| 1Y | +15.5% | +55.4% | -39.9% | -6.1% |
| 3Y | +260.8% | +173.8% | +86.9% | +123.1% |
| 5Y | +421.6% | +395.2% | +26.5% | +141.1% |
| All | +147.5% | +294.8% | -147.4% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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