+1,025.2%
C vs CAH
+16,780.0%
-15,754.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.5% | +2.1% |
| 7D | -0.9% | +7.8% | -8.8% | -4.0% |
| 30D | -5.4% | +15.5% | -20.9% | -11.0% |
| 3M | -9.2% | +16.3% | -25.5% | -15.0% |
| 6M | -1.8% | +50.0% | -51.8% | -17.6% |
| YTD | +6.7% | +34.7% | -28.0% | -7.2% |
| 1Y | +23.5% | +35.9% | -12.4% | +7.0% |
| 3Y | +219.8% | +178.5% | +41.3% | +99.1% |
| 5Y | +112.4% | +515.7% | -403.3% | -7.4% |
| 10Y | +220.1% | +421.5% | -201.4% | +41.4% |
| All | +1,025.2% | +16,780.0% | -15,754.8% | +81.2% |
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 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