-29.6%
CLS vs CAH
+38.5%
-68.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.6% | -12.6% | -8.8% |
| 7D | -21.1% | +7.0% | -28.2% | -20.9% |
| 30D | -38.2% | +12.4% | -50.6% | -38.3% |
| 3M | -36.3% | +12.2% | -48.5% | -36.7% |
| 6M | -43.8% | +33.2% | -77.0% | -47.3% |
| YTD | -20.0% | +28.4% | -48.4% | -23.9% |
| 1Y | -29.6% | +35.0% | -64.6% | -35.1% |
| All | -29.6% | +38.5% | -68.1% | -35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling