+31.7%
EXC vs CAH
+177.6%
-145.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.9% | +3.9% | -5.8% | -2.6% |
| 30D | +7.8% | +16.0% | -8.3% | +5.0% |
| 3M | +1.9% | +19.1% | -17.2% | -1.3% |
| 6M | +3.4% | +53.0% | -49.7% | -3.9% |
| YTD | +7.6% | +36.6% | -29.0% | +1.4% |
| 1Y | +2.1% | +37.4% | -35.3% | -3.8% |
| All | +31.7% | +177.6% | -145.9% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling