+19,269.7%
CMI vs CAH
+14,635.5%
+4,634.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +0.7% | -2.2% | +2.9% | +1.3% |
| 30D | -12.3% | +1.2% | -13.5% | -12.7% |
| 3M | -16.8% | +13.1% | -29.9% | -20.0% |
| 6M | +1.5% | +8.5% | -6.9% | -1.5% |
| YTD | +9.8% | +17.6% | -7.8% | +3.2% |
| 1Y | +42.6% | +60.7% | -18.1% | +21.1% |
| 3Y | +151.0% | +183.2% | -32.2% | +76.5% |
| 5Y | +167.0% | +402.2% | -235.2% | +55.6% |
| 10Y | +512.2% | +302.3% | +209.8% | +260.5% |
| All | +19,269.7% | +14,635.5% | +4,634.2% | +6,337.0% |
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