+3,644.4%
FIX vs CAH
+422.4%
+3,222.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | -13.9% | +9.4% | -23.4% | -17.1% |
| 30D | -35.5% | +16.5% | -52.0% | -39.5% |
| 3M | -33.9% | +17.0% | -50.9% | -38.3% |
| 6M | -43.3% | +51.4% | -94.7% | -52.7% |
| YTD | +18.7% | +36.0% | -17.3% | +3.3% |
| 1Y | +13.8% | +36.0% | -22.2% | -1.0% |
| 3Y | +495.0% | +177.5% | +317.5% | +269.0% |
| 5Y | +1,049.0% | +509.2% | +539.9% | +382.4% |
| 10Y | +3,644.4% | +408.1% | +3,236.3% | +1,393.0% |
| All | +3,644.4% | +422.4% | +3,222.0% | +1,393.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling