+2.9%
EXC vs CAH
+57.9%
-55.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -1.1% | -5.1% | +4.0% | -0.4% |
| 30D | -3.6% | +0.2% | -3.8% | -3.7% |
| 3M | -4.3% | +6.3% | -10.6% | -5.0% |
| 6M | -9.9% | +9.4% | -19.3% | -11.3% |
| YTD | +1.8% | +15.0% | -13.2% | -0.6% |
| 1Y | +2.9% | +55.4% | -52.6% | -3.2% |
| All | +2.9% | +57.9% | -55.1% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling