+29.4%
B vs CAH
+38.5%
-9.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.6% | +4.8% | +8.4% |
| 7D | +1.1% | +7.0% | -5.9% | +1.5% |
| 30D | +0.3% | +12.4% | -12.0% | +1.2% |
| 3M | +5.4% | +12.2% | -6.7% | +6.5% |
| 6M | +5.5% | +33.2% | -27.7% | +8.5% |
| YTD | -6.3% | +28.4% | -34.7% | -1.2% |
| 1Y | +29.4% | +35.0% | -5.7% | +33.7% |
| All | +29.4% | +38.5% | -9.2% | +33.7% |
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