+11.8%
CRM vs CAH
+176.8%
-164.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.6% | +2.0% |
| 7D | -4.4% | -5.1% | +0.7% | -4.2% |
| 30D | +28.1% | +0.2% | +28.0% | +28.1% |
| 3M | +48.8% | +6.3% | +42.5% | +48.4% |
| 6M | +28.3% | +9.4% | +18.9% | +27.9% |
| YTD | -6.0% | +15.0% | -21.0% | -7.0% |
| 1Y | +1.4% | +55.4% | -54.0% | -5.1% |
| 3Y | +11.8% | +173.8% | -162.0% | -2.8% |
| All | +11.8% | +176.8% | -164.9% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling