+117.8%
EW vs CAH
+294.8%
-177.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.6% |
| 7D | -6.2% | -5.1% | -1.0% | -4.8% |
| 30D | -9.3% | +0.2% | -9.5% | -9.4% |
| 3M | -1.6% | +6.3% | -7.9% | -3.3% |
| 6M | -0.8% | +9.4% | -10.2% | -3.5% |
| YTD | -1.0% | +15.0% | -16.0% | -5.2% |
| 1Y | +8.2% | +55.4% | -47.3% | -5.0% |
| 3Y | +12.7% | +173.8% | -161.1% | -16.6% |
| 5Y | -30.2% | +395.2% | -425.4% | -57.2% |
| All | +117.8% | +294.8% | -177.0% | +30.3% |
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