+51.9%
DOW vs CAH
+38.5%
+13.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.6% | -6.8% | -2.5% |
| 7D | -4.2% | +7.0% | -11.2% | -2.9% |
| 30D | +14.7% | +12.4% | +2.3% | +17.3% |
| 3M | +9.1% | +12.2% | -3.1% | +11.7% |
| 6M | -17.7% | +33.2% | -50.9% | -12.0% |
| YTD | +44.6% | +28.4% | +16.3% | +51.2% |
| 1Y | +51.9% | +35.0% | +16.9% | +56.1% |
| All | +51.9% | +38.5% | +13.4% | +56.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling