+28.0%
CB vs CAH
+39.8%
-11.8%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.9% |
| 7D | +2.9% | +3.5% | -0.5% | +2.3% |
| 30D | +7.3% | +13.5% | -6.2% | +4.7% |
| 3M | +9.4% | +21.8% | -12.4% | +5.4% |
| 6M | +19.6% | +51.5% | -31.9% | +14.3% |
| YTD | +21.5% | +38.1% | -16.6% | +15.7% |
| 1Y | +28.0% | +37.7% | -9.7% | +21.9% |
| All | +28.0% | +39.8% | -11.8% | +21.9% |
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