+294.7%
C vs CAH
+295.7%
-1.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +2.6% | -2.2% | +4.8% | +3.5% |
| 30D | +1.9% | +1.2% | +0.7% | +1.4% |
| 3M | +2.8% | +13.1% | -10.3% | -2.3% |
| 6M | +30.6% | +8.5% | +22.1% | +25.6% |
| YTD | +19.9% | +17.6% | +2.3% | +10.9% |
| 1Y | +44.6% | +60.7% | -16.1% | +16.2% |
| 3Y | +272.1% | +183.2% | +89.0% | +126.9% |
| 5Y | +132.0% | +402.2% | -270.2% | +5.7% |
| 10Y | +294.7% | +302.3% | -7.7% | +73.2% |
| All | +294.7% | +295.7% | -1.1% | +73.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling