+53.5%
CME vs CAH
+184.7%
-131.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.8% |
| 7D | -2.9% | +0.5% | -3.3% | -2.9% |
| 30D | +5.5% | +1.7% | +3.8% | +5.3% |
| 3M | +11.0% | +17.9% | -6.9% | +8.4% |
| 6M | -9.7% | +10.9% | -20.6% | -11.2% |
| YTD | +4.9% | +17.9% | -13.0% | +2.2% |
| 1Y | +10.1% | +61.7% | -51.6% | +3.1% |
| 3Y | +53.5% | +183.7% | -130.2% | +40.5% |
| All | +53.5% | +184.7% | -131.2% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling