+32.1%
CL vs CAH
+38.5%
-6.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.6% | -0.3% | +2.4% |
| 7D | +7.7% | +7.0% | +0.7% | +6.0% |
| 30D | +15.2% | +12.4% | +2.9% | +12.3% |
| 3M | +7.3% | +12.2% | -4.8% | +4.6% |
| 6M | +17.0% | +33.2% | -16.2% | +9.9% |
| YTD | +28.0% | +28.4% | -0.4% | +20.8% |
| 1Y | +32.1% | +35.0% | -2.9% | +21.8% |
| All | +32.1% | +38.5% | -6.4% | +21.8% |
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