+3,682.3%
CLS vs CAH
+400.5%
+3,281.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +20.1% | -2.2% | +22.3% | +20.7% |
| 30D | +6.0% | +1.2% | +4.9% | +5.6% |
| 3M | -10.3% | +13.1% | -23.4% | -13.2% |
| 6M | +24.5% | +8.5% | +16.0% | +21.6% |
| YTD | +12.9% | +17.6% | -4.8% | +8.0% |
| 1Y | +36.7% | +60.7% | -24.0% | +20.3% |
| 3Y | +1,328.1% | +183.2% | +1,144.9% | +931.4% |
| 5Y | +3,682.3% | +402.2% | +3,280.1% | +1,858.5% |
| All | +3,682.3% | +400.5% | +3,281.8% | +1,858.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling