+7.1%
CRM vs CAH
+65.8%
-58.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -2.1% |
| 7D | +1.3% | +5.4% | -4.1% | +2.1% |
| 30D | +34.3% | +3.3% | +31.0% | +35.2% |
| 3M | +37.7% | +22.8% | +14.9% | +42.5% |
| 6M | +34.9% | +11.3% | +23.7% | +37.9% |
| YTD | -1.6% | +21.1% | -22.8% | +1.6% |
| 1Y | +7.1% | +67.2% | -60.1% | +9.4% |
| All | +7.1% | +65.8% | -58.7% | +9.4% |
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