+41.9%
CMI vs CAH
+65.8%
-23.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +2.7% |
| 7D | -0.7% | +5.4% | -6.1% | -0.2% |
| 30D | -13.4% | +3.3% | -16.8% | -13.2% |
| 3M | -17.0% | +22.8% | -39.8% | -15.1% |
| 6M | -1.6% | +11.3% | -12.9% | -0.3% |
| YTD | +11.0% | +21.1% | -10.2% | +14.4% |
| 1Y | +41.9% | +67.2% | -25.3% | +45.0% |
| All | +41.9% | +65.8% | -23.9% | +45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling