+28.1%
CL vs CAH
+400.8%
-372.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.2% |
| 7D | -1.4% | +0.5% | -1.8% | -1.5% |
| 30D | -5.2% | +1.7% | -6.9% | -5.6% |
| 3M | +3.3% | +17.9% | -14.6% | -0.5% |
| 6M | -4.4% | +10.9% | -15.3% | -6.8% |
| YTD | +13.9% | +17.9% | -3.9% | +9.3% |
| 1Y | +7.6% | +61.7% | -54.1% | -4.1% |
| 3Y | +29.6% | +183.7% | -154.2% | -1.5% |
| 5Y | +28.1% | +401.3% | -373.3% | -19.0% |
| All | +28.1% | +400.8% | -372.7% | -19.0% |
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