+5,315.6%
CL vs CAH
+16,621.8%
-11,306.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.6% | -2.4% |
| 7D | +1.3% | +8.5% | -7.1% | -0.3% |
| 30D | +11.4% | +17.0% | -5.7% | +7.9% |
| 3M | +4.4% | +14.6% | -10.2% | +1.5% |
| 6M | +10.8% | +42.5% | -31.8% | +3.0% |
| YTD | +25.1% | +33.5% | -8.3% | +17.6% |
| 1Y | +28.0% | +38.5% | -10.6% | +19.3% |
| 3Y | +37.6% | +179.0% | -141.4% | +10.4% |
| 5Y | +39.7% | +507.2% | -467.5% | -4.8% |
| 10Y | +75.8% | +448.9% | -373.2% | +16.5% |
| All | +5,315.6% | +16,621.8% | -11,306.2% | +1,444.8% |
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 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