-0.9%
CCL vs CAH
+400.5%
-401.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -4.4% | -2.2% | -2.1% | -3.7% |
| 30D | -18.2% | +1.2% | -19.4% | -18.6% |
| 3M | -17.7% | +13.1% | -30.8% | -21.2% |
| 6M | -13.0% | +8.5% | -21.5% | -15.6% |
| YTD | -24.5% | +17.6% | -42.1% | -29.2% |
| 1Y | -26.9% | +60.7% | -87.6% | -39.8% |
| 3Y | +50.8% | +183.2% | -132.4% | -9.0% |
| 5Y | -0.9% | +402.2% | -403.1% | -63.4% |
| All | -0.9% | +400.5% | -401.4% | -63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling