+154.8%
SO vs CAH
+297.3%
-142.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.3% |
| 7D | -1.1% | -5.1% | +3.9% | 0.0% |
| 30D | -3.7% | -1.8% | -2.0% | -3.4% |
| 3M | -5.9% | +9.4% | -15.3% | -7.9% |
| 6M | -7.3% | +9.2% | -16.6% | -9.4% |
| YTD | +3.1% | +15.7% | -12.6% | -0.7% |
| 1Y | -1.0% | +59.7% | -60.7% | -11.7% |
| 3Y | +43.2% | +178.5% | -135.2% | +11.0% |
| 5Y | +59.1% | +398.3% | -339.2% | +5.9% |
| All | +154.8% | +297.3% | -142.5% | +62.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling