-3.6%
COST vs CAH
+65.8%
-69.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -1.0% |
| 7D | -3.1% | +5.4% | -8.5% | -3.7% |
| 30D | -2.8% | +3.3% | -6.1% | -3.1% |
| 3M | -5.7% | +22.8% | -28.5% | -7.5% |
| 6M | -8.8% | +11.3% | -20.0% | -10.0% |
| YTD | +6.7% | +21.1% | -14.5% | +4.8% |
| 1Y | -3.6% | +67.2% | -70.9% | -7.3% |
| All | -3.6% | +65.8% | -69.5% | -7.3% |
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