+361.6%
PSX vs CAH
+418.0%
-56.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | +7.8% | +3.5% | +4.4% | +6.6% |
| 30D | -10.9% | +13.5% | -24.4% | -14.8% |
| 3M | +14.5% | +21.8% | -7.4% | +6.8% |
| 6M | +56.1% | +51.5% | +4.6% | +34.4% |
| YTD | +109.6% | +38.1% | +71.5% | +84.3% |
| 1Y | +95.5% | +37.7% | +57.8% | +71.9% |
| 3Y | +156.2% | +179.6% | -23.4% | +66.2% |
| 5Y | +310.0% | +504.9% | -195.0% | +87.6% |
| All | +361.6% | +418.0% | -56.3% | +101.4% |
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