+75.1%
CTVA vs CAH
+178.5%
-103.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.2% |
| 7D | -4.7% | -5.1% | +0.4% | -4.4% |
| 30D | +11.1% | -1.8% | +12.9% | +11.2% |
| 3M | +13.7% | +9.4% | +4.4% | +13.2% |
| 6M | +11.2% | +9.2% | +2.0% | +10.7% |
| YTD | +26.9% | +15.7% | +11.2% | +26.1% |
| 1Y | +18.8% | +59.7% | -40.9% | +15.7% |
| All | +75.1% | +178.5% | -103.4% | +73.9% |
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