+3,297.7%
V vs CAH
+1,072.3%
+2,225.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -0.4% | +3.9% | -4.2% | -1.7% |
| 30D | +6.3% | +16.0% | -9.7% | +0.8% |
| 3M | +17.2% | +19.1% | -1.9% | +10.0% |
| 6M | +29.2% | +53.0% | -23.8% | +10.7% |
| YTD | +20.8% | +36.6% | -15.8% | +6.8% |
| 1Y | +25.0% | +37.4% | -12.4% | +10.3% |
| 3Y | +75.3% | +178.8% | -103.6% | +16.7% |
| 5Y | +105.8% | +498.6% | -392.7% | +0.8% |
| 10Y | +451.9% | +413.1% | +38.8% | +161.5% |
| All | +3,297.7% | +1,072.3% | +2,225.5% | +935.6% |
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