-24.8%
CCL vs CAH
+65.8%
-90.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -5.0% | +5.4% | -10.4% | -5.7% |
| 30D | -20.3% | +3.3% | -23.7% | -20.7% |
| 3M | -15.1% | +22.8% | -37.9% | -17.2% |
| 6M | -15.1% | +11.3% | -26.4% | -16.3% |
| YTD | -21.8% | +21.1% | -42.9% | -23.3% |
| 1Y | -24.8% | +67.2% | -92.0% | -30.0% |
| All | -24.8% | +65.8% | -90.6% | -30.0% |
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