+14.4%
FIX vs CAH
+38.5%
-24.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +3.6% | -18.6% | -15.2% |
| 7D | -18.9% | +7.0% | -25.9% | -19.3% |
| 30D | -36.3% | +12.4% | -48.7% | -37.0% |
| 3M | -38.5% | +12.2% | -50.7% | -39.3% |
| 6M | -42.3% | +33.2% | -75.5% | -46.5% |
| YTD | +17.1% | +28.4% | -11.3% | +12.2% |
| 1Y | +14.4% | +35.0% | -20.7% | +8.5% |
| All | +14.4% | +38.5% | -24.1% | +8.5% |
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