+71.8%
CB vs CAH
+185.1%
-113.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.2% | -2.1% |
| 7D | +0.2% | +8.5% | -8.2% | -1.5% |
| 30D | +9.1% | +17.0% | -8.0% | +5.4% |
| 3M | +3.4% | +14.6% | -11.2% | +0.3% |
| 6M | +14.1% | +42.5% | -28.4% | +6.3% |
| YTD | +18.0% | +33.5% | -15.5% | +10.6% |
| 1Y | +30.1% | +38.5% | -8.4% | +20.9% |
| 3Y | +71.8% | +179.0% | -107.2% | +30.6% |
| All | +71.8% | +185.1% | -113.3% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling