+7,663.4%
CME vs CAH
+879.8%
+6,783.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +2.5% | +5.9% | -3.5% | +0.5% |
| 30D | +13.9% | +16.5% | -2.6% | +8.1% |
| 3M | +22.4% | +15.7% | +6.6% | +16.2% |
| 6M | +12.9% | +52.7% | -39.8% | -2.8% |
| YTD | +19.6% | +36.3% | -16.7% | +6.4% |
| 1Y | +17.7% | +36.7% | -19.1% | +4.5% |
| 3Y | +65.3% | +178.2% | -112.8% | +11.8% |
| 5Y | +75.1% | +515.8% | -440.6% | -13.5% |
| 10Y | +305.8% | +411.8% | -106.1% | +96.7% |
| All | +7,663.4% | +879.8% | +6,783.6% | +2,246.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling