+807.8%
CCL vs CAH
+15,076.3%
-14,268.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -5.0% | +5.4% | -10.4% | -6.8% |
| 30D | -20.3% | +3.3% | -23.7% | -21.3% |
| 3M | -15.1% | +22.8% | -37.9% | -21.3% |
| 6M | -15.1% | +11.3% | -26.4% | -18.7% |
| YTD | -21.8% | +21.1% | -42.9% | -27.7% |
| 1Y | -24.8% | +67.2% | -92.0% | -38.5% |
| 3Y | +51.9% | +195.6% | -143.8% | -0.7% |
| 5Y | +4.0% | +413.8% | -409.8% | -44.5% |
| 10Y | -42.2% | +309.6% | -351.8% | -67.8% |
| All | +807.8% | +15,076.3% | -14,268.6% | +56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling