+49.0%
CCL vs CAH
+183.2%
-134.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -4.4% | -2.2% | -2.1% | -4.1% |
| 30D | -18.2% | +1.2% | -19.4% | -18.3% |
| 3M | -17.7% | +13.1% | -30.8% | -19.2% |
| 6M | -13.0% | +8.5% | -21.5% | -14.1% |
| YTD | -24.5% | +17.6% | -42.1% | -26.3% |
| 1Y | -26.9% | +60.7% | -87.6% | -32.2% |
| All | +49.0% | +183.2% | -134.2% | +24.3% |
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 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