+336.0%
IR vs CAH
+402.6%
-66.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | +2.5% | +3.5% | -0.9% | +1.4% |
| 30D | +9.2% | +13.5% | -4.3% | +4.7% |
| 3M | +0.9% | +21.8% | -20.9% | -5.7% |
| 6M | +19.2% | +51.5% | -32.3% | +3.4% |
| YTD | +7.5% | +38.1% | -30.6% | -4.5% |
| 1Y | +11.7% | +37.7% | -26.0% | -0.7% |
| 3Y | +23.9% | +179.6% | -155.7% | -17.1% |
| 5Y | +46.4% | +504.9% | -458.6% | -28.8% |
| All | +336.0% | +402.6% | -66.6% | +94.8% |
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