+50.0%
CI vs CAH
+501.6%
-451.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.5% |
| 7D | +0.1% | +7.8% | -7.7% | -1.7% |
| 30D | +4.7% | +15.5% | -10.8% | +1.0% |
| 3M | +5.2% | +16.3% | -11.1% | +1.3% |
| 6M | +3.8% | +50.0% | -46.2% | -6.2% |
| YTD | +9.2% | +34.7% | -25.5% | +1.2% |
| 1Y | +14.3% | +35.9% | -21.7% | +5.6% |
| 3Y | +8.4% | +178.5% | -170.0% | -24.9% |
| 5Y | +50.0% | +515.7% | -465.6% | -37.2% |
| All | +50.0% | +501.6% | -451.6% | -37.2% |
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