+218.3%
C vs CAH
+411.5%
-193.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.3% | +1.5% |
| 7D | -0.4% | +5.9% | -6.4% | -2.7% |
| 30D | -5.3% | +16.5% | -21.9% | -11.0% |
| 3M | -8.0% | +15.7% | -23.8% | -13.5% |
| 6M | -0.3% | +52.7% | -53.0% | -16.3% |
| YTD | +8.6% | +36.3% | -27.6% | -5.5% |
| 1Y | +25.8% | +36.7% | -10.9% | +9.2% |
| 3Y | +221.2% | +178.2% | +43.0% | +98.4% |
| 5Y | +113.6% | +515.8% | -402.2% | -11.8% |
| 10Y | +218.3% | +411.8% | -193.5% | +25.5% |
| All | +218.3% | +411.5% | -193.2% | +25.5% |
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 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