-89.5%
CDE vs CAH
+14,635.5%
-14,725.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -2.0% | -2.2% | +0.3% | -1.5% |
| 30D | +15.7% | +1.2% | +14.5% | +15.4% |
| 3M | +30.5% | +13.1% | +17.4% | +27.4% |
| 6M | -7.4% | +8.5% | -15.9% | -9.1% |
| YTD | +17.9% | +17.6% | +0.3% | +13.6% |
| 1Y | +46.7% | +60.7% | -13.9% | +32.3% |
| 3Y | +851.3% | +183.2% | +668.1% | +656.7% |
| 5Y | +202.9% | +402.2% | -199.3% | +115.1% |
| 10Y | +58.2% | +302.3% | -244.1% | +12.9% |
| All | -89.5% | +14,635.5% | -14,725.0% | -94.3% |
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 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