+76.1%
CME vs CAH
+400.5%
-324.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -0.6% | -2.2% | +1.6% | -0.3% |
| 30D | +4.7% | +1.2% | +3.5% | +4.4% |
| 3M | +7.8% | +13.1% | -5.3% | +5.4% |
| 6M | -11.0% | +8.5% | -19.4% | -12.5% |
| YTD | +4.0% | +17.6% | -13.6% | +0.6% |
| 1Y | +9.1% | +60.7% | -51.5% | -0.4% |
| 3Y | +52.3% | +183.2% | -130.9% | +24.2% |
| 5Y | +76.1% | +402.2% | -326.1% | +22.7% |
| All | +76.1% | +400.5% | -324.4% | +22.7% |
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