+160.8%
EXC vs CAH
+295.7%
-134.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +0.3% | -2.2% | +2.6% | +0.9% |
| 30D | -0.9% | +1.2% | -2.1% | -1.2% |
| 3M | -2.7% | +13.1% | -15.8% | -5.8% |
| 6M | -9.4% | +8.5% | -17.8% | -11.5% |
| YTD | +3.0% | +17.6% | -14.6% | -1.8% |
| 1Y | +5.1% | +60.7% | -55.5% | -8.3% |
| 3Y | +20.6% | +183.2% | -162.6% | -11.1% |
| 5Y | +45.7% | +402.2% | -356.5% | -9.9% |
| 10Y | +160.8% | +302.3% | -141.5% | +58.4% |
| All | +160.8% | +295.7% | -134.9% | +58.4% |
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 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