+312.0%
IVV vs CAH
+412.5%
-100.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | +3.3% | +3.9% | -0.5% | +2.3% |
| 30D | -2.7% | +16.0% | -18.7% | -6.4% |
| 3M | -1.7% | +19.1% | -20.8% | -6.3% |
| 6M | +3.2% | +53.0% | -49.9% | -8.3% |
| YTD | +12.0% | +36.6% | -24.6% | +2.1% |
| 1Y | +12.1% | +37.4% | -25.3% | +2.0% |
| 3Y | +78.6% | +178.8% | -100.2% | +29.7% |
| 5Y | +73.8% | +498.6% | -424.7% | -2.0% |
| All | +312.0% | +412.5% | -100.5% | +120.0% |
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