+251.7%
CB vs CAH
+418.0%
-166.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.7% |
| 7D | +2.9% | +3.5% | -0.5% | +1.8% |
| 30D | +7.3% | +13.5% | -6.2% | +3.0% |
| 3M | +9.4% | +21.8% | -12.4% | +2.5% |
| 6M | +19.6% | +51.5% | -31.9% | +4.6% |
| YTD | +21.5% | +38.1% | -16.6% | +8.6% |
| 1Y | +28.0% | +37.7% | -9.7% | +14.4% |
| 3Y | +74.9% | +179.6% | -104.7% | +20.9% |
| 5Y | +108.1% | +504.9% | -396.8% | +8.7% |
| All | +251.7% | +418.0% | -166.3% | +77.1% |
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