+133.6%
CCL vs CAH
+180.6%
-47.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.5% |
| 7D | -1.2% | +3.5% | -4.6% | -1.7% |
| 30D | +13.1% | +13.5% | -0.3% | +10.9% |
| 3M | +3.4% | +21.8% | -18.5% | +0.2% |
| 6M | +18.7% | +51.5% | -32.8% | +12.0% |
| YTD | -2.3% | +38.1% | -40.3% | -6.8% |
| 1Y | +14.2% | +37.7% | -23.5% | +8.9% |
| 3Y | +133.6% | +179.6% | -46.0% | +121.2% |
| All | +133.6% | +180.6% | -47.0% | +121.2% |
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