-10.0%
CRM vs CAH
+38.5%
-48.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.6% | -1.3% | +2.8% |
| 7D | -6.2% | +7.0% | -13.2% | -5.1% |
| 30D | -1.2% | +12.4% | -13.5% | +1.0% |
| 3M | +19.1% | +12.2% | +7.0% | +21.8% |
| 6M | +23.0% | +33.2% | -10.2% | +33.1% |
| YTD | -13.7% | +28.4% | -42.0% | -5.8% |
| 1Y | -10.0% | +35.0% | -45.0% | +0.3% |
| All | -10.0% | +38.5% | -48.5% | +0.3% |
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