+8.5%
IR vs CAH
+184.7%
-176.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -1.3% |
| 7D | +0.6% | +0.5% | +0.2% | +0.6% |
| 30D | -13.6% | +1.7% | -15.3% | -13.8% |
| 3M | +3.7% | +17.9% | -14.2% | +1.9% |
| 6M | -13.1% | +10.9% | -24.0% | -14.1% |
| YTD | -5.1% | +17.9% | -23.0% | -6.8% |
| 1Y | -6.5% | +61.7% | -68.2% | -11.9% |
| 3Y | +8.5% | +183.7% | -175.2% | -5.5% |
| All | +8.5% | +184.7% | -176.2% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling