+699.9%
IYR vs CAH
+1,082.1%
-382.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.8% |
| 7D | -0.4% | +0.5% | -0.9% | -0.6% |
| 30D | -2.5% | +1.7% | -4.3% | -3.2% |
| 3M | +1.5% | +17.9% | -16.4% | -4.0% |
| 6M | +3.9% | +10.9% | -7.1% | -0.1% |
| YTD | +9.5% | +17.9% | -8.3% | +2.8% |
| 1Y | +7.5% | +61.7% | -54.2% | -9.8% |
| 3Y | +30.8% | +183.7% | -153.0% | -10.7% |
| 5Y | +4.8% | +401.3% | -396.5% | -42.1% |
| 10Y | +64.3% | +293.7% | -229.3% | -8.8% |
| All | +699.9% | +1,082.1% | -382.3% | +179.7% |
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 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