+52.6%
CAH vs IRE
-82.8%
+135.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +10.2% | -12.9% | -2.6% |
| 7D | +0.5% | +58.9% | -58.4% | +0.9% |
| 30D | +1.7% | +17.2% | -15.4% | +2.0% |
| 3M | +17.9% | -58.6% | +76.5% | +17.9% |
| 6M | +10.9% | -23.5% | +34.4% | +10.9% |
| YTD | +17.9% | -47.4% | +65.3% | +18.7% |
| All | +52.6% | -82.8% | +135.5% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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