+3,033.3%
EQT vs CAH
+14,391.1%
-11,357.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.0% |
| 7D | -1.2% | -5.1% | +3.9% | +0.1% |
| 30D | +1.1% | -1.8% | +2.8% | +1.5% |
| 3M | +4.8% | +9.4% | -4.6% | +2.2% |
| 6M | -10.6% | +9.2% | -19.8% | -12.9% |
| YTD | +3.4% | +15.7% | -12.2% | -1.1% |
| 1Y | +8.7% | +59.7% | -51.1% | -4.6% |
| 3Y | +35.0% | +178.5% | -143.5% | +1.9% |
| 5Y | +204.2% | +398.3% | -194.0% | +97.9% |
| 10Y | +52.5% | +295.7% | -243.2% | +0.1% |
| All | +3,033.3% | +14,391.1% | -11,357.8% | +1,358.0% |
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