+41.0%
CLS vs CAH
+57.9%
-16.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.6% | +7.2% | +6.6% |
| 7D | +10.9% | -5.1% | +16.1% | +11.5% |
| 30D | +2.1% | +0.2% | +1.9% | +2.0% |
| 3M | -10.2% | +6.3% | -16.5% | -11.3% |
| 6M | +30.4% | +9.4% | +21.0% | +29.3% |
| YTD | +17.2% | +15.0% | +2.3% | +15.5% |
| 1Y | +41.0% | +55.4% | -14.4% | +37.8% |
| All | +41.0% | +57.9% | -16.9% | +37.8% |
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 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