+35.0%
CAH vs Z
-54.2%
+89.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.4% | -5.9% | +3.5% |
| 7D | +7.0% | +10.2% | -3.2% | +7.0% |
| 30D | +12.4% | +23.7% | -11.3% | +12.7% |
| 3M | +12.2% | -6.6% | +18.7% | +10.8% |
| 6M | +33.2% | -23.0% | +56.2% | +28.9% |
| YTD | +28.4% | -50.3% | +78.7% | +20.8% |
| 1Y | +35.0% | -53.6% | +88.6% | +26.8% |
| All | +35.0% | -54.2% | +89.2% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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