-8.8%
EW vs CAH
+511.5%
-520.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.1% |
| 7D | +4.9% | +3.9% | +1.1% | +4.0% |
| 30D | +24.1% | +16.0% | +8.0% | +19.8% |
| 3M | +13.7% | +19.1% | -5.4% | +9.1% |
| 6M | +32.7% | +53.0% | -20.3% | +20.1% |
| YTD | +24.1% | +36.6% | -12.5% | +14.9% |
| 1Y | +23.6% | +37.4% | -13.8% | +14.3% |
| 3Y | +64.8% | +178.8% | -114.1% | +25.1% |
| 5Y | -8.8% | +498.6% | -507.4% | -51.4% |
| All | -8.8% | +511.5% | -520.3% | -51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling