+246.7%
CB vs CAH
+422.4%
-175.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.6% | +1.3% |
| 7D | +0.7% | +9.4% | -8.7% | -2.2% |
| 30D | +8.2% | +16.5% | -8.3% | +3.0% |
| 3M | +6.3% | +17.0% | -10.7% | +0.9% |
| 6M | +16.2% | +51.4% | -35.2% | +1.6% |
| YTD | +19.3% | +36.0% | -16.6% | +7.2% |
| 1Y | +29.2% | +36.0% | -6.8% | +16.0% |
| 3Y | +71.4% | +177.5% | -106.0% | +18.8% |
| 5Y | +104.2% | +509.2% | -404.9% | +6.4% |
| 10Y | +246.7% | +408.1% | -161.5% | +75.6% |
| All | +246.7% | +422.4% | -175.7% | +75.6% |
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