+508.4%
F vs CAH
+16,621.8%
-16,113.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.1% |
| 7D | +1.6% | +8.5% | -6.9% | -0.7% |
| 30D | +2.6% | +17.0% | -14.4% | -1.7% |
| 3M | -8.8% | +14.6% | -23.4% | -12.2% |
| 6M | +4.6% | +42.5% | -37.9% | -5.3% |
| YTD | -1.9% | +33.5% | -35.4% | -10.0% |
| 1Y | -0.8% | +38.5% | -39.3% | -9.9% |
| 3Y | +43.5% | +179.0% | -135.5% | +5.1% |
| 5Y | -12.1% | +507.2% | -519.3% | -48.6% |
| 10Y | +83.6% | +448.9% | -365.3% | +5.7% |
| All | +508.4% | +16,621.8% | -16,113.4% | +83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling