+46.0%
MSFT vs CAH
+177.6%
-131.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.4% |
| 7D | -2.4% | +3.9% | -6.3% | -2.4% |
| 30D | -3.8% | +16.0% | -19.8% | -3.9% |
| 3M | +6.4% | +19.1% | -12.7% | +6.3% |
| 6M | +28.8% | +53.0% | -24.3% | +28.3% |
| YTD | +8.8% | +36.6% | -27.8% | +8.4% |
| 1Y | +3.2% | +37.4% | -34.3% | +2.7% |
| All | +46.0% | +177.6% | -131.6% | +36.8% |
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