+32.9%
XLV vs CAH
+38.5%
-5.6%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.6% | -0.5% | +2.3% |
| 7D | +5.5% | +7.0% | -1.5% | +4.1% |
| 30D | +13.3% | +12.4% | +1.0% | +10.9% |
| 3M | +17.4% | +12.2% | +5.3% | +15.0% |
| 6M | +32.1% | +33.2% | -1.1% | +26.4% |
| YTD | +24.0% | +28.4% | -4.3% | +18.8% |
| 1Y | +32.9% | +35.0% | -2.1% | +25.2% |
| All | +32.9% | +38.5% | -5.6% | +25.2% |
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 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