+11.7%
CMI vs CAH
+38.5%
-26.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.6% | -9.3% | -5.3% |
| 7D | -11.2% | +7.0% | -18.2% | -10.4% |
| 30D | -9.8% | +12.4% | -22.2% | -8.4% |
| 3M | -25.5% | +12.2% | -37.7% | -24.3% |
| 6M | -27.7% | +33.2% | -60.9% | -24.3% |
| YTD | -6.6% | +28.4% | -35.0% | -1.3% |
| 1Y | +11.7% | +35.0% | -23.4% | +15.0% |
| All | +11.7% | +38.5% | -26.9% | +15.0% |
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