+1,163.5%
C vs CAH
+15,076.3%
-13,912.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +3.6% | +5.4% | -1.8% | +1.4% |
| 30D | +0.1% | +3.3% | -3.3% | -1.3% |
| 3M | +2.4% | +22.8% | -20.4% | -6.2% |
| 6M | +24.9% | +11.3% | +13.7% | +18.7% |
| YTD | +19.8% | +21.1% | -1.3% | +9.2% |
| 1Y | +44.9% | +67.2% | -22.4% | +14.3% |
| 3Y | +263.0% | +195.6% | +67.4% | +120.3% |
| 5Y | +129.5% | +413.8% | -284.3% | +8.3% |
| 10Y | +291.6% | +309.6% | -18.0% | +91.0% |
| All | +1,163.5% | +15,076.3% | -13,912.8% | +113.3% |
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