+55.4%
CAH vs SITM
+155.7%
-100.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.2% | -0.6% |
| 7D | -5.1% | +3.9% | -9.0% | -5.1% |
| 30D | +0.2% | -6.6% | +6.8% | +0.1% |
| 3M | +6.3% | -11.9% | +18.2% | +6.6% |
| 6M | +9.4% | +81.1% | -71.7% | +3.9% |
| YTD | +15.0% | +80.0% | -65.0% | +9.3% |
| 1Y | +55.4% | +145.8% | -90.4% | +48.3% |
| All | +55.4% | +155.7% | -100.3% | +48.3% |
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