+37.7%
CAH vs CAPR
+63.5%
-25.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.9% | +8.0% | +1.0% |
| 7D | +3.5% | +5.9% | -2.4% | +3.5% |
| 30D | +13.5% | +44.6% | -31.1% | +13.8% |
| 3M | +21.8% | +126.4% | -104.5% | +22.7% |
| 6M | +51.5% | -68.6% | +120.1% | +51.0% |
| YTD | +38.1% | -67.0% | +105.1% | +37.7% |
| 1Y | +37.7% | +65.2% | -27.5% | +41.3% |
| All | +37.7% | +63.5% | -25.8% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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