-44.0%
ACHR vs CAH
+392.8%
-436.8%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.7% | -0.7% |
| 7D | -5.4% | -5.1% | -0.3% | -4.8% |
| 30D | -19.7% | -1.8% | -18.0% | -19.6% |
| 3M | +7.9% | +9.4% | -1.4% | +6.5% |
| 6M | -13.8% | +9.2% | -23.0% | -14.9% |
| YTD | -27.5% | +15.7% | -43.2% | -29.3% |
| 1Y | -33.9% | +59.7% | -93.7% | -41.0% |
| 3Y | -20.0% | +178.5% | -198.4% | -40.2% |
| 5Y | -44.0% | +398.3% | -442.2% | -69.5% |
| All | -44.0% | +392.8% | -436.8% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling