+387.6%
EFA vs CAH
+603.4%
-215.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -0.5% | -2.2% | +1.8% | +0.2% |
| 30D | -1.3% | +1.2% | -2.5% | -1.8% |
| 3M | +5.2% | +13.1% | -7.9% | +0.8% |
| 6M | +9.4% | +8.5% | +0.9% | +5.9% |
| YTD | +12.7% | +17.6% | -4.9% | +5.8% |
| 1Y | +19.3% | +60.7% | -41.4% | +0.1% |
| 3Y | +66.3% | +183.2% | -116.8% | +13.1% |
| 5Y | +53.4% | +402.2% | -348.8% | -16.0% |
| 10Y | +144.4% | +302.3% | -157.9% | +33.1% |
| All | +387.6% | +603.4% | -215.9% | +73.6% |
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 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