+146.2%
B vs CAH
+501.6%
-355.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +4.1% |
| 7D | +11.3% | +7.8% | +3.5% | +10.4% |
| 30D | +2.9% | +15.5% | -12.5% | +1.4% |
| 3M | -2.9% | +16.3% | -19.2% | -4.4% |
| 6M | -1.2% | +50.0% | -51.2% | -5.7% |
| YTD | -1.3% | +34.7% | -36.1% | -4.5% |
| 1Y | +30.4% | +35.9% | -5.5% | +26.0% |
| 3Y | +195.3% | +178.5% | +16.8% | +149.9% |
| 5Y | +146.2% | +515.7% | -369.5% | +72.5% |
| All | +146.2% | +501.6% | -355.4% | +72.5% |
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