-5.0%
CI vs CAH
+58.4%
-63.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.6% | +0.8% |
| 7D | -1.3% | -5.1% | +3.7% | -1.8% |
| 30D | +3.1% | -1.8% | +4.9% | +3.0% |
| 3M | -4.5% | +9.4% | -13.9% | -3.3% |
| 6M | +8.3% | +9.2% | -1.0% | +9.0% |
| YTD | +3.8% | +15.7% | -11.9% | +7.8% |
| 1Y | -5.0% | +59.7% | -64.8% | +17.0% |
| All | -5.0% | +58.4% | -63.4% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling