+152.0%
GE vs CAH
+418.0%
-266.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.2% |
| 7D | +2.7% | +3.5% | -0.8% | +1.2% |
| 30D | +8.1% | +13.5% | -5.4% | +2.4% |
| 3M | -7.9% | +21.8% | -29.7% | -15.4% |
| 6M | +12.9% | +51.5% | -38.6% | -5.8% |
| YTD | +8.2% | +38.1% | -29.9% | -6.8% |
| 1Y | +9.7% | +37.7% | -28.0% | -5.4% |
| 3Y | +266.1% | +179.6% | +86.5% | +123.2% |
| 5Y | +407.4% | +504.9% | -97.6% | +109.6% |
| All | +152.0% | +418.0% | -266.0% | -2.2% |
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