+3,341.8%
V vs CAH
+1,084.7%
+2,257.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.9% |
| 7D | +0.9% | +3.5% | -2.5% | -0.3% |
| 30D | +9.0% | +13.5% | -4.5% | +4.2% |
| 3M | +16.7% | +21.8% | -5.1% | +8.7% |
| 6M | +33.4% | +51.5% | -18.1% | +14.8% |
| YTD | +22.4% | +38.1% | -15.7% | +7.8% |
| 1Y | +27.7% | +37.7% | -10.0% | +12.6% |
| 3Y | +78.0% | +179.6% | -101.6% | +18.4% |
| 5Y | +108.5% | +504.9% | -396.4% | +1.7% |
| 10Y | +459.0% | +418.6% | +40.5% | +163.9% |
| All | +3,341.8% | +1,084.7% | +2,257.1% | +945.2% |
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 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