+303.4%
CME vs CAH
+418.0%
-114.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | +3.9% | +3.5% | +0.5% | +3.1% |
| 30D | +11.3% | +13.5% | -2.1% | +8.0% |
| 3M | +19.6% | +21.8% | -2.3% | +14.0% |
| 6M | +8.1% | +51.5% | -43.5% | -2.3% |
| YTD | +20.4% | +38.1% | -17.7% | +10.8% |
| 1Y | +16.5% | +37.7% | -21.2% | +7.2% |
| 3Y | +66.4% | +179.6% | -113.2% | +27.0% |
| 5Y | +74.5% | +504.9% | -430.5% | +6.6% |
| All | +303.4% | +418.0% | -114.6% | +134.1% |
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 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