+494.2%
FIX vs CAH
+180.6%
+313.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.4% | -1.5% |
| 7D | +9.4% | +3.5% | +6.0% | +9.1% |
| 30D | -27.8% | +13.5% | -41.2% | -28.6% |
| 3M | -35.6% | +21.8% | -57.4% | -36.9% |
| 6M | -45.2% | +51.5% | -96.7% | -48.7% |
| YTD | +19.5% | +38.1% | -18.6% | +14.5% |
| 1Y | +24.2% | +37.7% | -13.5% | +19.1% |
| 3Y | +494.2% | +179.6% | +314.6% | +420.3% |
| All | +494.2% | +180.6% | +313.6% | +420.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling