-6.4%
CARR vs CAH
+57.9%
-64.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.1% | +1.4% |
| 7D | -3.8% | -5.1% | +1.3% | -3.9% |
| 30D | -8.9% | +0.2% | -9.1% | -8.8% |
| 3M | -17.3% | +6.3% | -23.6% | -17.1% |
| 6M | -1.4% | +9.4% | -10.8% | -0.9% |
| YTD | +10.0% | +15.0% | -5.0% | +11.6% |
| 1Y | -6.4% | +55.4% | -61.8% | -2.3% |
| All | -6.4% | +57.9% | -64.3% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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