+17.1%
EW vs CAH
+184.7%
-167.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.7% | -0.8% | -3.1% |
| 7D | -4.4% | +0.5% | -4.9% | -4.5% |
| 30D | -3.3% | +1.7% | -5.1% | -3.6% |
| 3M | +1.0% | +17.9% | -16.9% | -1.8% |
| 6M | +6.2% | +10.9% | -4.7% | +4.3% |
| YTD | +1.7% | +17.9% | -16.1% | -1.2% |
| 1Y | +8.1% | +61.7% | -53.6% | -1.2% |
| 3Y | +17.1% | +183.7% | -166.7% | -8.5% |
| All | +17.1% | +184.7% | -167.6% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling