+49.5%
EQT vs CAH
+297.3%
-247.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.2% |
| 7D | -1.2% | -5.1% | +3.9% | +0.6% |
| 30D | +1.1% | -1.8% | +2.8% | +1.6% |
| 3M | +4.8% | +9.4% | -4.6% | +1.3% |
| 6M | -10.6% | +9.2% | -19.8% | -13.8% |
| YTD | +3.4% | +15.7% | -12.2% | -2.9% |
| 1Y | +8.7% | +59.7% | -51.1% | -10.0% |
| 3Y | +35.0% | +178.5% | -143.5% | -11.0% |
| 5Y | +204.2% | +398.3% | -194.0% | +57.7% |
| All | +49.5% | +297.3% | -247.7% | -26.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling