+394.0%
CAH vs SPXS
-86.0%
+480.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.9% |
| 7D | -5.1% | +2.5% | -7.6% | -4.8% |
| 30D | +0.2% | +4.2% | -4.0% | +0.7% |
| 3M | +6.3% | -9.3% | +15.6% | +5.2% |
| 6M | +9.4% | -30.7% | +40.1% | +4.6% |
| YTD | +15.0% | -28.1% | +43.0% | +10.7% |
| 1Y | +55.4% | -35.1% | +90.5% | +47.7% |
| 3Y | +173.8% | -79.6% | +253.4% | +125.6% |
| All | +394.0% | -86.0% | +480.0% | +304.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 5y: compounded portfolio wealth divided by compounded SPXS 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…
5y analysis · Full analysis span regression · 6 months rolling