+512.3%
F vs CAH
+16,780.0%
-16,267.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | -0.6% | +7.8% | -8.5% | -2.7% |
| 30D | +2.9% | +15.5% | -12.6% | -1.1% |
| 3M | -9.5% | +16.3% | -25.8% | -13.2% |
| 6M | +4.0% | +50.0% | -46.0% | -7.1% |
| YTD | -1.3% | +34.7% | -36.0% | -9.7% |
| 1Y | -1.9% | +35.9% | -37.9% | -10.6% |
| 3Y | +53.5% | +178.5% | -125.0% | +12.6% |
| 5Y | -15.1% | +515.7% | -530.8% | -50.6% |
| 10Y | +81.0% | +421.5% | -340.5% | +5.6% |
| All | +512.3% | +16,780.0% | -16,267.7% | +83.9% |
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 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