+5.4%
B vs CAH
+39.8%
-34.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.6% |
| 7D | -7.3% | +3.5% | -10.8% | -7.2% |
| 30D | -3.3% | +13.5% | -16.8% | -2.8% |
| 3M | -7.8% | +21.8% | -29.6% | -6.4% |
| 6M | -15.5% | +51.5% | -67.1% | -12.9% |
| YTD | -12.3% | +38.1% | -50.3% | -7.2% |
| 1Y | +5.4% | +37.7% | -32.3% | +11.9% |
| All | +5.4% | +39.8% | -34.4% | +11.9% |
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