+105.1%
CTVA vs CAH
+393.5%
-288.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -4.5% | -5.1% | +0.6% | -3.5% |
| 30D | +11.3% | +0.2% | +11.1% | +11.3% |
| 3M | +12.3% | +6.3% | +6.0% | +10.9% |
| 6M | +7.2% | +9.4% | -2.2% | +5.1% |
| YTD | +26.0% | +15.0% | +11.0% | +22.0% |
| 1Y | +16.0% | +55.4% | -39.4% | +4.3% |
| 3Y | +73.9% | +173.8% | -99.9% | +29.6% |
| All | +105.1% | +393.5% | -288.4% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling