+889.2%
XLV vs CAH
+1,007.3%
-118.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -3.6% | -5.1% | +1.5% | -2.1% |
| 30D | -1.8% | +0.2% | -2.0% | -1.9% |
| 3M | +7.8% | +6.3% | +1.5% | +5.8% |
| 6M | +9.1% | +9.4% | -0.3% | +5.9% |
| YTD | +7.7% | +15.0% | -7.2% | +2.7% |
| 1Y | +20.4% | +55.4% | -35.0% | +4.3% |
| 3Y | +30.8% | +173.8% | -143.1% | -5.6% |
| 5Y | +34.6% | +395.2% | -360.6% | -19.7% |
| 10Y | +173.4% | +293.2% | -119.8% | +64.2% |
| All | +889.2% | +1,007.3% | -118.1% | +327.0% |
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