+57.3%
CL vs CAH
+295.7%
-238.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -2.3% | -2.2% | -0.1% | -1.9% |
| 30D | -5.5% | +1.2% | -6.7% | -5.8% |
| 3M | +0.8% | +13.1% | -12.3% | -1.7% |
| 6M | -4.2% | +8.5% | -12.7% | -6.0% |
| YTD | +13.4% | +17.6% | -4.2% | +9.3% |
| 1Y | +7.1% | +60.7% | -53.6% | -3.4% |
| 3Y | +29.0% | +183.2% | -154.1% | +2.6% |
| 5Y | +28.3% | +402.2% | -373.9% | -10.0% |
| 10Y | +57.3% | +302.3% | -245.0% | +6.9% |
| All | +57.3% | +295.7% | -238.4% | +6.9% |
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