+948.1%
FIX vs CAH
+507.2%
+440.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.5% | +4.0% | +5.1% |
| 7D | -17.5% | +8.5% | -25.9% | -19.0% |
| 30D | -41.6% | +17.0% | -58.6% | -43.8% |
| 3M | -40.6% | +14.6% | -55.2% | -42.6% |
| 6M | -49.4% | +42.5% | -91.9% | -54.1% |
| YTD | +9.2% | +33.5% | -24.3% | +0.8% |
| 1Y | +6.5% | +38.5% | -32.1% | -2.7% |
| 3Y | +448.7% | +179.0% | +269.7% | +293.3% |
| All | +948.1% | +507.2% | +440.9% | +409.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling