+8,590.7%
FIX vs CAH
+2,284.6%
+6,306.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.9% | +8.5% | +9.1% |
| 7D | -7.2% | +7.8% | -15.1% | -9.9% |
| 30D | -35.1% | +15.5% | -50.6% | -38.6% |
| 3M | -34.3% | +16.3% | -50.6% | -38.1% |
| 6M | -42.9% | +50.0% | -93.0% | -51.2% |
| YTD | +19.5% | +34.7% | -15.3% | +6.0% |
| 1Y | +16.8% | +35.9% | -19.2% | +3.3% |
| 3Y | +506.7% | +178.5% | +328.2% | +304.7% |
| 5Y | +1,046.7% | +515.7% | +531.0% | +465.8% |
| 10Y | +3,800.0% | +421.5% | +3,378.5% | +1,844.9% |
| All | +8,590.7% | +2,284.6% | +6,306.1% | +2,530.4% |
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