+12,471.5%
FIX vs CAH
+2,043.9%
+10,427.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +6.0% | +5.4% | +0.6% | +4.1% |
| 30D | -7.2% | +3.3% | -10.6% | -8.4% |
| 3M | -15.9% | +22.8% | -38.6% | -22.2% |
| 6M | +12.7% | +11.3% | +1.5% | +7.7% |
| YTD | +72.8% | +21.1% | +51.7% | +60.1% |
| 1Y | +122.9% | +67.2% | +55.7% | +82.2% |
| 3Y | +774.3% | +195.6% | +578.7% | +471.5% |
| 5Y | +2,049.5% | +413.8% | +1,635.6% | +1,037.8% |
| 10Y | +5,821.5% | +309.6% | +5,511.9% | +3,108.7% |
| All | +12,471.5% | +2,043.9% | +10,427.6% | +3,872.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling