+6,781.2%
CME vs CAH
+770.9%
+6,010.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -1.6% | +5.4% | -7.0% | -3.4% |
| 30D | +6.2% | +3.3% | +2.9% | +4.9% |
| 3M | +10.4% | +22.8% | -12.4% | +2.5% |
| 6M | -9.5% | +11.3% | -20.8% | -13.3% |
| YTD | +6.0% | +21.1% | -15.1% | -1.8% |
| 1Y | +9.3% | +67.2% | -58.0% | -10.1% |
| 3Y | +57.7% | +195.6% | -138.0% | +3.8% |
| 5Y | +77.7% | +413.8% | -336.2% | -6.5% |
| 10Y | +281.2% | +309.6% | -28.3% | +100.4% |
| All | +6,781.2% | +770.9% | +6,010.3% | +2,067.0% |
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