+7,692.7%
EW vs CAH
+1,803.6%
+5,889.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.0% |
| 7D | +4.9% | +3.5% | +1.5% | +3.9% |
| 30D | +23.9% | +13.5% | +10.5% | +19.7% |
| 3M | +15.8% | +21.8% | -6.1% | +9.6% |
| 6M | +31.7% | +51.5% | -19.9% | +17.2% |
| YTD | +25.7% | +38.1% | -12.4% | +14.2% |
| 1Y | +24.4% | +37.7% | -13.3% | +13.2% |
| 3Y | +65.9% | +179.6% | -113.7% | +21.9% |
| 5Y | -7.6% | +504.9% | -512.6% | -46.1% |
| 10Y | +253.2% | +418.6% | -165.4% | +102.9% |
| All | +7,692.7% | +1,803.6% | +5,889.1% | +2,731.9% |
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 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