+63.8%
EW vs CAH
+177.6%
-113.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.1% |
| 7D | +4.9% | +3.9% | +1.1% | +4.2% |
| 30D | +24.1% | +16.0% | +8.0% | +20.9% |
| 3M | +13.7% | +19.1% | -5.4% | +10.3% |
| 6M | +32.7% | +53.0% | -20.3% | +23.9% |
| YTD | +24.1% | +36.6% | -12.5% | +17.8% |
| 1Y | +23.6% | +37.4% | -13.8% | +17.3% |
| All | +63.8% | +177.6% | -113.8% | +43.9% |
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