+1,546.9%
CAH vs SPXU
-100.0%
+1,646.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -2.3% |
| 7D | +0.5% | -1.5% | +1.9% | +0.2% |
| 30D | +1.7% | +3.7% | -2.0% | +2.7% |
| 3M | +17.9% | -9.6% | +27.4% | +15.3% |
| 6M | +10.9% | -32.4% | +43.3% | +1.3% |
| YTD | +17.9% | -28.7% | +46.5% | +9.3% |
| 1Y | +61.7% | -38.2% | +99.9% | +45.0% |
| 3Y | +183.7% | -80.4% | +264.2% | +98.4% |
| 5Y | +401.3% | -86.0% | +487.4% | +254.9% |
| 10Y | +293.7% | -99.5% | +393.2% | +39.5% |
| All | +1,546.9% | -100.0% | +1,646.9% | +163.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 all: compounded portfolio wealth divided by compounded SPXU 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…
all analysis · Full analysis span regression · 6 months rolling