+7,463.6%
CI vs CAH
+15,076.3%
-7,612.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | +1.3% | +5.4% | -4.1% | -0.4% |
| 30D | +4.4% | +3.3% | +1.1% | +3.2% |
| 3M | +0.7% | +22.8% | -22.1% | -6.1% |
| 6M | +0.3% | +11.3% | -10.9% | -3.5% |
| YTD | +3.8% | +21.1% | -17.3% | -3.2% |
| 1Y | -5.5% | +67.2% | -72.7% | -22.3% |
| 3Y | +8.1% | +195.6% | -187.5% | -28.1% |
| 5Y | +42.8% | +413.8% | -371.0% | -21.7% |
| 10Y | +143.9% | +309.6% | -165.7% | +37.8% |
| All | +7,463.6% | +15,076.3% | -7,612.8% | +1,868.6% |
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