+8,087.4%
PWR vs CAH
+1,643.8%
+6,443.6%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -1.1% |
| 7D | +11.3% | +3.5% | +7.8% | +10.0% |
| 30D | -8.9% | +13.5% | -22.3% | -13.0% |
| 3M | -10.5% | +21.8% | -32.3% | -16.9% |
| 6M | -22.2% | +51.5% | -73.7% | -33.4% |
| YTD | +42.7% | +38.1% | +4.7% | +25.6% |
| 1Y | +41.1% | +37.7% | +3.4% | +24.2% |
| 3Y | +242.7% | +179.6% | +63.1% | +128.4% |
| 5Y | +418.5% | +504.9% | -86.4% | +155.7% |
| 10Y | +1,855.0% | +418.6% | +1,436.4% | +845.1% |
| All | +8,087.4% | +1,643.8% | +6,443.6% | +2,496.4% |
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 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