+84.1%
F vs CAH
+295.7%
-211.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.9% |
| 7D | -4.9% | -2.2% | -2.6% | -4.2% |
| 30D | -2.9% | +1.2% | -4.1% | -3.2% |
| 3M | -9.1% | +13.1% | -22.2% | -12.7% |
| 6M | +12.9% | +8.5% | +4.5% | +9.6% |
| YTD | +6.1% | +17.6% | -11.6% | -0.1% |
| 1Y | +22.5% | +60.7% | -38.1% | +3.4% |
| 3Y | +32.1% | +183.2% | -151.1% | -10.9% |
| 5Y | +43.7% | +402.2% | -358.5% | -23.1% |
| 10Y | +84.1% | +302.3% | -218.2% | -3.9% |
| All | +84.1% | +295.7% | -211.6% | -3.9% |
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