-16.6%
CRH vs CAH
+37.3%
-53.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.2% | -5.6% | -3.7% |
| 7D | +5.3% | +6.7% | -1.3% | +4.5% |
| 30D | +14.2% | +14.7% | -0.6% | +12.8% |
| 3M | -4.2% | +12.0% | -16.1% | -5.2% |
| 6M | -14.5% | +36.2% | -50.8% | -14.2% |
| YTD | -22.7% | +31.3% | -53.9% | -20.4% |
| 1Y | -16.6% | +37.1% | -53.6% | -13.4% |
| All | -16.6% | +37.3% | -53.8% | -13.4% |
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