-43.4%
CCL vs CAH
+297.3%
-340.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.6% | -0.2% |
| 7D | -4.3% | -5.1% | +0.8% | -2.0% |
| 30D | -19.0% | -1.8% | -17.2% | -18.4% |
| 3M | -13.1% | +9.4% | -22.4% | -16.9% |
| 6M | -13.3% | +9.2% | -22.5% | -17.4% |
| YTD | -25.2% | +15.7% | -40.9% | -31.2% |
| 1Y | -27.2% | +59.7% | -86.9% | -43.5% |
| 3Y | +49.2% | +178.5% | -129.2% | -16.2% |
| 5Y | +0.4% | +398.3% | -397.9% | -59.9% |
| All | -43.4% | +297.3% | -340.6% | -78.3% |
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