+4,850.5%
CL vs CAH
+15,076.3%
-10,225.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -2.2% | +5.4% | -7.6% | -3.2% |
| 30D | -4.8% | +3.3% | -8.2% | -5.5% |
| 3M | +4.9% | +22.8% | -17.9% | +0.6% |
| 6M | -5.7% | +11.3% | -17.0% | -7.9% |
| YTD | +14.4% | +21.1% | -6.8% | +9.6% |
| 1Y | +8.7% | +67.2% | -58.5% | -2.6% |
| 3Y | +30.0% | +195.6% | -165.6% | +3.0% |
| 5Y | +28.4% | +413.8% | -385.5% | -9.6% |
| 10Y | +50.1% | +309.6% | -259.5% | +5.3% |
| All | +4,850.5% | +15,076.3% | -10,225.9% | +1,340.5% |
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