+21.3%
EXC vs CAH
+184.7%
-163.4%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +1.2% |
| 7D | +1.2% | +0.5% | +0.8% | +1.1% |
| 30D | -2.7% | +1.7% | -4.5% | -3.0% |
| 3M | -1.0% | +17.9% | -18.8% | -3.7% |
| 6M | -9.3% | +10.9% | -20.2% | -11.0% |
| YTD | +3.6% | +17.9% | -14.2% | +0.3% |
| 1Y | +5.9% | +61.7% | -55.8% | -3.3% |
| 3Y | +21.3% | +183.7% | -162.4% | -2.6% |
| All | +21.3% | +184.7% | -163.4% | -2.6% |
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