+189.0%
CDE vs CAH
+393.5%
-204.6%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | -3.1% | -5.1% | +2.0% | -2.1% |
| 30D | +9.5% | +0.2% | +9.3% | +9.5% |
| 3M | +25.5% | +6.3% | +19.2% | +23.9% |
| 6M | -7.9% | +9.4% | -17.3% | -9.5% |
| YTD | +15.6% | +15.0% | +0.6% | +11.9% |
| 1Y | +34.0% | +55.4% | -21.4% | +18.4% |
| 3Y | +791.9% | +173.8% | +618.1% | +474.9% |
| All | +189.0% | +393.5% | -204.6% | +13.5% |
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 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