+35.0%
CAH vs SITM
+47.5%
-12.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -9.4% | +12.9% | +3.4% |
| 7D | +7.0% | -19.5% | +26.6% | +6.7% |
| 30D | +12.4% | -43.2% | +55.6% | +11.8% |
| 3M | +12.2% | -30.8% | +43.0% | +11.8% |
| 6M | +33.2% | -28.6% | +61.8% | +30.6% |
| YTD | +28.4% | +14.2% | +14.2% | +19.0% |
| 1Y | +35.0% | +44.4% | -9.3% | +26.6% |
| All | +35.0% | +47.5% | -12.5% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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