+291.3%
IR vs CAH
+340.9%
-49.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.8% | +1.5% |
| 7D | -2.8% | +5.4% | -8.2% | -4.5% |
| 30D | -15.1% | +3.3% | -18.5% | -16.1% |
| 3M | +6.1% | +22.8% | -16.7% | -1.1% |
| 6M | -16.8% | +11.3% | -28.1% | -20.1% |
| YTD | -3.5% | +21.1% | -24.7% | -10.4% |
| 1Y | -3.5% | +67.2% | -70.7% | -20.6% |
| 3Y | +9.5% | +195.6% | -186.2% | -29.0% |
| 5Y | +45.1% | +413.8% | -368.8% | -25.4% |
| All | +291.3% | +340.9% | -49.6% | +82.8% |
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