+615.0%
F vs CAH
+15,076.3%
-14,461.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.0% | +1.6% |
| 7D | +5.3% | +5.4% | -0.1% | +3.8% |
| 30D | +4.6% | +3.3% | +1.3% | +3.7% |
| 3M | -3.7% | +22.8% | -26.5% | -9.1% |
| 6M | +16.8% | +11.3% | +5.6% | +13.0% |
| YTD | +15.3% | +21.1% | -5.8% | +8.6% |
| 1Y | +31.0% | +67.2% | -36.2% | +12.3% |
| 3Y | +45.4% | +195.6% | -150.2% | +4.8% |
| 5Y | +54.7% | +413.8% | -359.2% | -5.4% |
| 10Y | +98.2% | +309.6% | -211.4% | +23.0% |
| All | +615.0% | +15,076.3% | -14,461.3% | +121.1% |
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