+815.5%
CTAS vs CAH
+418.0%
+397.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | +2.0% | +3.5% | -1.5% | +1.0% |
| 30D | +8.7% | +13.5% | -4.8% | +4.7% |
| 3M | +13.3% | +21.8% | -8.6% | +6.8% |
| 6M | +39.4% | +51.5% | -12.1% | +23.1% |
| YTD | +21.5% | +38.1% | -16.6% | +9.6% |
| 1Y | +21.9% | +37.7% | -15.8% | +10.0% |
| 3Y | +73.6% | +179.6% | -106.0% | +23.9% |
| 5Y | +116.2% | +504.9% | -388.7% | +18.9% |
| All | +815.5% | +418.0% | +397.5% | +383.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling