+7,843.3%
FIX vs CAH
+2,262.2%
+5,581.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.5% | +4.0% | +4.9% |
| 7D | -17.5% | +8.5% | -25.9% | -20.0% |
| 30D | -41.6% | +17.0% | -58.6% | -45.0% |
| 3M | -40.6% | +14.6% | -55.2% | -43.8% |
| 6M | -49.4% | +42.5% | -91.9% | -55.9% |
| YTD | +9.2% | +33.5% | -24.3% | -2.8% |
| 1Y | +6.5% | +38.5% | -32.1% | -6.5% |
| 3Y | +448.7% | +179.0% | +269.7% | +265.6% |
| 5Y | +948.7% | +507.2% | +441.5% | +419.8% |
| 10Y | +3,659.7% | +448.9% | +3,210.8% | +1,743.9% |
| All | +7,843.3% | +2,262.2% | +5,581.1% | +2,311.4% |
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