+25.3%
F vs CAH
+62.3%
-37.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.7% | -1.5% | -4.0% |
| 7D | +1.2% | +0.5% | +0.7% | +1.2% |
| 30D | +1.2% | +1.7% | -0.5% | +1.2% |
| 3M | -5.7% | +17.9% | -23.5% | -6.7% |
| 6M | +17.9% | +10.9% | +7.0% | +16.3% |
| YTD | +10.4% | +17.9% | -7.5% | +9.2% |
| 1Y | +25.3% | +61.7% | -36.3% | +21.2% |
| All | +25.3% | +62.3% | -37.0% | +21.2% |
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