+130.7%
FIX vs CAH
+62.3%
+68.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.1% | +2.5% |
| 7D | +6.1% | +0.5% | +5.6% | +6.0% |
| 30D | -2.7% | +1.7% | -4.4% | -2.8% |
| 3M | -10.9% | +17.9% | -28.8% | -12.5% |
| 6M | +29.0% | +10.9% | +18.1% | +28.0% |
| YTD | +76.9% | +17.9% | +59.0% | +76.5% |
| 1Y | +130.7% | +61.7% | +69.1% | +140.1% |
| All | +130.7% | +62.3% | +68.4% | +140.1% |
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 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