+67.2%
CAH vs ETR
+23.8%
+43.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +5.4% | +1.4% | +3.9% | +5.0% |
| 30D | +3.3% | +1.0% | +2.3% | +3.0% |
| 3M | +22.8% | -1.3% | +24.0% | +23.1% |
| 6M | +11.3% | +1.9% | +9.4% | +10.9% |
| YTD | +21.1% | +18.2% | +3.0% | +14.5% |
| 1Y | +67.2% | +24.7% | +42.6% | +49.3% |
| All | +67.2% | +23.8% | +43.4% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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