+5,760.6%
CRM vs CAH
+660.5%
+5,100.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.6% | +2.2% |
| 7D | -4.4% | -5.1% | +0.7% | -2.6% |
| 30D | +28.1% | +0.2% | +28.0% | +27.8% |
| 3M | +48.8% | +6.3% | +42.5% | +45.3% |
| 6M | +28.3% | +9.4% | +18.9% | +23.2% |
| YTD | -6.0% | +15.0% | -21.0% | -12.2% |
| 1Y | +1.4% | +55.4% | -54.0% | -16.2% |
| 3Y | +11.8% | +173.8% | -162.0% | -27.1% |
| 5Y | -2.0% | +395.2% | -397.2% | -50.7% |
| 10Y | +239.6% | +293.2% | -53.6% | +68.6% |
| All | +5,760.6% | +660.5% | +5,100.1% | +1,570.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling