+27.4%
WMT vs CAH
+38.5%
-11.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.6% | -0.1% | +2.9% |
| 7D | +8.8% | +7.0% | +1.7% | +7.6% |
| 30D | +22.9% | +12.4% | +10.6% | +20.9% |
| 3M | +16.1% | +12.2% | +3.9% | +14.3% |
| 6M | -0.5% | +33.2% | -33.7% | -2.9% |
| YTD | +16.7% | +28.4% | -11.7% | +14.7% |
| 1Y | +27.4% | +35.0% | -7.7% | +27.1% |
| All | +27.4% | +38.5% | -11.2% | +27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling