+755.3%
IVV vs CAH
+1,437.6%
-682.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -0.6% | +9.4% | -10.0% | -3.4% |
| 30D | -3.7% | +16.5% | -20.2% | -8.3% |
| 3M | -2.7% | +17.0% | -19.7% | -7.7% |
| 6M | +2.2% | +51.4% | -49.2% | -11.0% |
| YTD | +10.9% | +36.0% | -25.1% | -0.7% |
| 1Y | +11.3% | +36.0% | -24.7% | -0.4% |
| 3Y | +76.9% | +177.5% | -100.6% | +22.3% |
| 5Y | +73.5% | +509.2% | -435.7% | -9.4% |
| 10Y | +307.4% | +408.1% | -100.7% | +110.3% |
| All | +755.3% | +1,437.6% | -682.2% | +202.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling