+55.4%
CAH vs TRU
-13.7%
+69.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.6% |
| 7D | -5.1% | -2.7% | -2.4% | -5.1% |
| 30D | +0.2% | -2.0% | +2.2% | +0.2% |
| 3M | +6.3% | +18.4% | -12.1% | +6.2% |
| 6M | +9.4% | +8.9% | +0.5% | +9.3% |
| YTD | +15.0% | -8.9% | +23.9% | +15.0% |
| 1Y | +55.4% | -15.9% | +71.3% | +56.2% |
| All | +55.4% | -13.7% | +69.1% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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