+9.7%
GE vs CAH
+39.8%
-30.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | +2.7% | +3.5% | -0.8% | +1.8% |
| 30D | +8.1% | +13.5% | -5.4% | +4.6% |
| 3M | -7.9% | +21.8% | -29.7% | -12.3% |
| 6M | +12.9% | +51.5% | -38.6% | +2.5% |
| YTD | +8.2% | +38.1% | -29.9% | -0.1% |
| 1Y | +9.7% | +37.7% | -28.0% | +0.9% |
| All | +9.7% | +39.8% | -30.1% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling