+262.7%
GE vs CAH
+183.2%
+79.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | -1.2% | -2.2% | +1.0% | -0.7% |
| 30D | -11.3% | +1.2% | -12.4% | -11.5% |
| 3M | -1.4% | +13.1% | -14.5% | -4.0% |
| 6M | +1.2% | +8.5% | -7.3% | -0.6% |
| YTD | +5.9% | +17.6% | -11.7% | +2.1% |
| 1Y | +18.4% | +60.7% | -42.3% | +5.6% |
| All | +262.7% | +183.2% | +79.5% | +185.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling