+193.3%
B vs CAH
+183.8%
+9.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.3% | -1.3% |
| 7D | +2.3% | +0.5% | +1.8% | +2.3% |
| 30D | +1.4% | +1.7% | -0.4% | +1.3% |
| 3M | +12.2% | +17.9% | -5.7% | +11.4% |
| 6M | -2.1% | +10.9% | -13.1% | -2.1% |
| YTD | +2.9% | +17.9% | -14.9% | +2.6% |
| 1Y | +55.3% | +61.7% | -6.4% | +50.1% |
| All | +193.3% | +183.8% | +9.5% | +146.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling