-28.2%
EW vs CAH
+392.8%
-421.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.3% | +1.1% |
| 7D | -3.4% | -5.1% | +1.7% | -2.2% |
| 30D | -7.4% | -1.8% | -5.6% | -7.0% |
| 3M | +0.9% | +9.4% | -8.4% | -1.2% |
| 6M | +1.2% | +9.2% | -8.1% | -1.1% |
| YTD | +1.8% | +15.7% | -13.9% | -2.0% |
| 1Y | +10.8% | +59.7% | -48.9% | -2.0% |
| 3Y | +17.1% | +178.5% | -161.3% | -12.5% |
| 5Y | -28.2% | +398.3% | -426.5% | -60.4% |
| All | -28.2% | +392.8% | -421.1% | -60.4% |
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