+35.0%
CAH vs TW
+20.8%
+14.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.5% | +3.3% |
| 7D | +7.0% | +6.0% | +1.0% | +5.7% |
| 30D | +12.4% | +18.6% | -6.2% | +8.5% |
| 3M | +12.2% | +26.5% | -14.4% | +6.8% |
| 6M | +33.2% | +13.1% | +20.1% | +30.3% |
| YTD | +28.4% | +18.5% | +9.8% | +20.0% |
| 1Y | +35.0% | +21.7% | +13.3% | +25.2% |
| All | +35.0% | +20.8% | +14.3% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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