+915.1%
MSFT vs CAH
+418.0%
+497.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | -1.3% | +3.5% | -4.7% | -2.0% |
| 30D | -1.8% | +13.5% | -15.3% | -4.7% |
| 3M | +5.6% | +21.8% | -16.2% | +0.7% |
| 6M | +29.8% | +51.5% | -21.7% | +17.3% |
| YTD | +9.0% | +38.1% | -29.1% | 0.0% |
| 1Y | +4.9% | +37.7% | -32.8% | -3.7% |
| 3Y | +46.2% | +179.6% | -133.4% | +8.6% |
| 5Y | +62.1% | +504.9% | -442.8% | -5.5% |
| All | +915.1% | +418.0% | +497.1% | +459.7% |
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