-27.2%
CCL vs CAH
+58.4%
-85.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.6% | -0.8% |
| 7D | -4.3% | -5.1% | +0.8% | -3.6% |
| 30D | -19.0% | -1.8% | -17.2% | -18.8% |
| 3M | -13.1% | +9.4% | -22.4% | -14.0% |
| 6M | -13.3% | +9.2% | -22.5% | -14.2% |
| YTD | -25.2% | +15.7% | -40.9% | -26.2% |
| 1Y | -27.2% | +59.7% | -86.9% | -31.8% |
| All | -27.2% | +58.4% | -85.6% | -31.8% |
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