+192.7%
EXC vs CAH
+412.5%
-219.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.9% | +3.9% | -5.8% | -2.9% |
| 30D | +7.8% | +16.0% | -8.3% | +3.5% |
| 3M | +1.9% | +19.1% | -17.2% | -2.9% |
| 6M | +3.4% | +53.0% | -49.7% | -8.0% |
| YTD | +7.6% | +36.6% | -29.0% | -1.8% |
| 1Y | +2.1% | +37.4% | -35.3% | -7.0% |
| 3Y | +29.6% | +178.8% | -149.2% | -4.9% |
| 5Y | +39.5% | +498.6% | -459.1% | -19.5% |
| All | +192.7% | +412.5% | -219.8% | +60.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling