+76.3%
CL vs CAH
+427.0%
-350.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.2% |
| 7D | +0.5% | +7.8% | -7.3% | -1.1% |
| 30D | +11.6% | +15.5% | -3.9% | +8.3% |
| 3M | +5.6% | +16.3% | -10.7% | +2.2% |
| 6M | +13.2% | +50.0% | -36.9% | +3.9% |
| YTD | +26.9% | +34.7% | -7.8% | +18.7% |
| 1Y | +27.3% | +35.9% | -8.6% | +18.9% |
| 3Y | +39.7% | +178.5% | -138.8% | +10.9% |
| 5Y | +41.3% | +515.7% | -474.3% | -6.0% |
| 10Y | +76.3% | +421.5% | -345.2% | +16.7% |
| All | +76.3% | +427.0% | -350.7% | +16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling