+46.9%
IR vs CAH
+512.9%
-466.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +1.1% | +5.9% | -4.9% | -0.3% |
| 30D | +7.6% | +16.5% | -9.0% | +3.7% |
| 3M | +0.1% | +15.7% | -15.7% | -3.4% |
| 6M | +14.0% | +52.7% | -38.8% | +2.9% |
| YTD | +7.5% | +36.3% | -28.8% | -0.8% |
| 1Y | +10.1% | +36.7% | -26.6% | +1.6% |
| 3Y | +24.9% | +178.2% | -153.3% | -9.5% |
| 5Y | +46.9% | +515.8% | -468.9% | -27.1% |
| All | +46.9% | +512.9% | -466.1% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling