+153.8%
B vs CAH
+400.8%
-247.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.3% | -1.2% |
| 7D | +2.3% | +0.5% | +1.8% | +2.3% |
| 30D | +1.4% | +1.7% | -0.4% | +1.2% |
| 3M | +12.2% | +17.9% | -5.7% | +10.2% |
| 6M | -2.1% | +10.9% | -13.1% | -3.0% |
| YTD | +2.9% | +17.9% | -14.9% | +1.1% |
| 1Y | +55.3% | +61.7% | -6.4% | +45.3% |
| 3Y | +198.7% | +183.7% | +14.9% | +150.3% |
| 5Y | +153.8% | +401.3% | -247.6% | +77.6% |
| All | +153.8% | +400.8% | -247.0% | +77.6% |
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