+195.3%
B vs CAH
+180.2%
+15.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +4.2% |
| 7D | +11.3% | +7.8% | +3.5% | +11.0% |
| 30D | +2.9% | +15.5% | -12.5% | +2.6% |
| 3M | -2.9% | +16.3% | -19.2% | -3.2% |
| 6M | -1.2% | +50.0% | -51.2% | -2.4% |
| YTD | -1.3% | +34.7% | -36.1% | -1.5% |
| 1Y | +30.4% | +35.9% | -5.5% | +30.1% |
| 3Y | +195.3% | +178.5% | +16.8% | +184.1% |
| All | +195.3% | +180.2% | +15.1% | +184.1% |
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