+6,438.2%
EW vs CAH
+1,570.0%
+4,868.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -0.3% | +5.4% | -5.7% | -1.8% |
| 30D | +1.0% | +3.3% | -2.3% | +0.1% |
| 3M | +2.8% | +22.8% | -20.0% | -2.9% |
| 6M | +5.5% | +11.3% | -5.8% | +2.0% |
| YTD | +5.5% | +21.1% | -15.7% | -0.6% |
| 1Y | +11.0% | +67.2% | -56.2% | -4.7% |
| 3Y | +17.7% | +195.6% | -177.9% | -15.0% |
| 5Y | -25.7% | +413.8% | -439.6% | -54.7% |
| 10Y | +132.8% | +309.6% | -176.8% | +42.3% |
| All | +6,438.2% | +1,570.0% | +4,868.2% | +2,364.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling