+219.8%
C vs CAH
+180.2%
+39.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.5% | +2.3% |
| 7D | -0.9% | +7.8% | -8.8% | -1.9% |
| 30D | -5.4% | +15.5% | -20.9% | -7.1% |
| 3M | -9.2% | +16.3% | -25.5% | -10.9% |
| 6M | -1.8% | +50.0% | -51.8% | -6.9% |
| YTD | +6.7% | +34.7% | -28.0% | +2.5% |
| 1Y | +23.5% | +35.9% | -12.4% | +18.4% |
| 3Y | +219.8% | +178.5% | +41.3% | +177.0% |
| All | +219.8% | +180.2% | +39.6% | +177.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling