-10.8%
DOW vs CAH
+501.5%
-512.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.5% | -2.8% |
| 7D | -2.4% | +5.4% | -7.8% | -4.3% |
| 30D | +0.4% | +3.3% | -2.9% | -1.0% |
| 3M | -14.4% | +22.8% | -37.2% | -21.4% |
| 6M | -7.0% | +11.3% | -18.2% | -11.6% |
| YTD | +30.2% | +21.1% | +9.1% | +18.3% |
| 1Y | +29.2% | +67.2% | -38.0% | +0.1% |
| 3Y | -36.7% | +195.6% | -232.3% | -64.8% |
| 5Y | -37.7% | +413.8% | -451.5% | -75.6% |
| All | -10.8% | +501.5% | -512.3% | -69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling