+1,914.6%
CLS vs CAH
+418.0%
+1,496.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.7% |
| 7D | +16.3% | +3.5% | +12.8% | +15.0% |
| 30D | -25.7% | +13.5% | -39.1% | -28.9% |
| 3M | -30.9% | +21.8% | -52.7% | -35.8% |
| 6M | -35.5% | +51.5% | -87.0% | -45.0% |
| YTD | -18.7% | +38.1% | -56.8% | -28.3% |
| 1Y | -17.9% | +37.7% | -55.6% | -27.5% |
| 3Y | +838.1% | +179.6% | +658.5% | +521.0% |
| 5Y | +1,971.9% | +504.9% | +1,466.9% | +880.3% |
| All | +1,914.6% | +418.0% | +1,496.6% | +844.9% |
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