+14.2%
CCL vs CAH
+39.8%
-25.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.6% |
| 7D | -1.2% | +3.5% | -4.6% | -2.0% |
| 30D | +13.1% | +13.5% | -0.3% | +9.8% |
| 3M | +3.4% | +21.8% | -18.5% | -1.2% |
| 6M | +18.7% | +51.5% | -32.8% | +9.9% |
| YTD | -2.3% | +38.1% | -40.3% | -7.7% |
| 1Y | +14.2% | +37.7% | -23.5% | +4.5% |
| All | +14.2% | +39.8% | -25.6% | +4.5% |
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