+274.5%
IR vs CAH
+321.0%
-46.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.1% |
| 7D | -3.1% | -5.1% | +2.0% | -1.4% |
| 30D | -14.0% | -1.8% | -12.2% | -13.6% |
| 3M | +3.7% | +9.4% | -5.6% | +0.5% |
| 6M | -15.4% | +9.2% | -24.6% | -18.2% |
| YTD | -7.7% | +15.7% | -23.3% | -12.9% |
| 1Y | -8.8% | +59.7% | -68.6% | -23.9% |
| 3Y | +5.6% | +178.5% | -172.9% | -30.1% |
| 5Y | +34.3% | +398.3% | -363.9% | -30.2% |
| All | +274.5% | +321.0% | -46.5% | +77.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling