+223.5%
CB vs CAH
+295.7%
-72.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -0.5% | -2.2% | +1.7% | +0.2% |
| 30D | -3.1% | +1.2% | -4.3% | -3.5% |
| 3M | +4.2% | +13.1% | -8.9% | +0.2% |
| 6M | +4.7% | +8.5% | -3.8% | +1.8% |
| YTD | +8.8% | +17.6% | -8.8% | +2.6% |
| 1Y | +22.6% | +60.7% | -38.0% | +3.8% |
| 3Y | +70.6% | +183.2% | -112.5% | +18.0% |
| 5Y | +99.4% | +402.2% | -302.7% | +12.4% |
| 10Y | +223.5% | +302.3% | -78.9% | +76.4% |
| All | +223.5% | +295.7% | -72.3% | +76.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling