+55.4%
CAH vs ACI
-32.3%
+87.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.9% | -0.5% |
| 7D | -5.1% | -3.7% | -1.4% | -5.2% |
| 30D | +0.2% | +0.6% | -0.4% | +0.2% |
| 3M | +6.3% | -20.3% | +26.6% | +5.7% |
| 6M | +9.4% | -24.7% | +34.0% | +8.5% |
| YTD | +15.0% | -27.2% | +42.2% | +14.5% |
| 1Y | +55.4% | -32.7% | +88.2% | +58.5% |
| All | +55.4% | -32.3% | +87.8% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling