+323.8%
IVV vs CAH
+296.6%
+27.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | +0.1% |
| 7D | +0.5% | +0.5% | 0.0% | +0.4% |
| 30D | -1.0% | +1.7% | -2.7% | -1.5% |
| 3M | +3.9% | +17.9% | -14.0% | -0.8% |
| 6M | +14.5% | +10.9% | +3.6% | +10.9% |
| YTD | +12.9% | +17.9% | -5.0% | +7.2% |
| 1Y | +19.4% | +61.7% | -42.3% | +3.1% |
| 3Y | +78.8% | +183.7% | -104.9% | +28.9% |
| 5Y | +82.2% | +401.3% | -319.1% | +8.9% |
| All | +323.8% | +296.6% | +27.3% | +142.8% |
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 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