+52.0%
CAH vs Q
+71.3%
-19.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.5% |
| 7D | +5.4% | +0.2% | +5.1% | +5.4% |
| 30D | +3.3% | -11.1% | +14.4% | +3.1% |
| 3M | +22.8% | -22.1% | +44.9% | +22.2% |
| 6M | +11.3% | +0.5% | +10.8% | +9.2% |
| YTD | +21.1% | +47.8% | -26.7% | +19.0% |
| All | +52.0% | +71.3% | -19.3% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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