+368.5%
PSX vs CAH
+400.5%
-32.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +1.8% | -2.2% | +4.1% | +2.2% |
| 30D | +21.6% | +1.2% | +20.5% | +21.3% |
| 3M | +46.5% | +13.1% | +33.4% | +42.8% |
| 6M | +62.0% | +8.5% | +53.5% | +59.1% |
| YTD | +106.3% | +17.6% | +88.7% | +98.0% |
| 1Y | +103.0% | +60.7% | +42.3% | +77.6% |
| 3Y | +135.5% | +183.2% | -47.6% | +67.6% |
| 5Y | +368.5% | +402.2% | -33.7% | +154.3% |
| All | +368.5% | +400.5% | -32.0% | +154.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling