+216.7%
CTVA vs CAH
+519.4%
-302.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -4.5% | -5.1% | +0.6% | -2.7% |
| 30D | +11.3% | +0.2% | +11.1% | +11.2% |
| 3M | +12.3% | +6.3% | +6.0% | +9.5% |
| 6M | +7.2% | +9.4% | -2.2% | +3.1% |
| YTD | +26.0% | +15.0% | +11.0% | +18.2% |
| 1Y | +16.0% | +55.4% | -39.4% | -4.5% |
| 3Y | +73.9% | +173.8% | -99.9% | +7.9% |
| 5Y | +103.8% | +395.2% | -291.4% | -9.3% |
| All | +216.7% | +519.4% | -302.7% | +19.8% |
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 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