+240.0%
GM vs CAH
+898.7%
-658.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +3.4% |
| 7D | -1.1% | -5.1% | +4.0% | +0.8% |
| 30D | -3.4% | -1.8% | -1.7% | -2.9% |
| 3M | +8.7% | +9.4% | -0.7% | +4.9% |
| 6M | +15.4% | +9.2% | +6.2% | +11.0% |
| YTD | +6.6% | +15.7% | -9.1% | -0.4% |
| 1Y | +51.5% | +59.7% | -8.3% | +23.8% |
| 3Y | +169.3% | +178.5% | -9.1% | +70.9% |
| 5Y | +81.6% | +398.3% | -316.7% | -11.7% |
| 10Y | +240.7% | +295.7% | -55.0% | +67.4% |
| All | +240.0% | +898.7% | -658.7% | -8.8% |
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