+803.7%
B vs CAH
+15,076.3%
-14,272.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.2% |
| 7D | -1.6% | +5.4% | -7.0% | -1.9% |
| 30D | +9.4% | +3.3% | +6.1% | +9.2% |
| 3M | +5.0% | +22.8% | -17.8% | +3.5% |
| 6M | -3.5% | +11.3% | -14.8% | -4.3% |
| YTD | +4.5% | +21.1% | -16.7% | +2.9% |
| 1Y | +67.8% | +67.2% | +0.5% | +61.5% |
| 3Y | +196.7% | +195.6% | +1.1% | +174.0% |
| 5Y | +151.9% | +413.8% | -261.9% | +123.7% |
| 10Y | +202.2% | +309.6% | -107.4% | +167.8% |
| All | +803.7% | +15,076.3% | -14,272.6% | +700.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling