-26.3%
LOW vs CAH
+57.9%
-84.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -3.7% | -5.1% | +1.4% | -3.3% |
| 30D | -8.9% | +0.2% | -9.0% | -8.9% |
| 3M | -10.4% | +6.3% | -16.7% | -10.6% |
| 6M | -19.4% | +9.4% | -28.8% | -19.8% |
| YTD | -17.1% | +15.0% | -32.1% | -17.5% |
| 1Y | -26.3% | +55.4% | -81.7% | -28.0% |
| All | -26.3% | +57.9% | -84.2% | -28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling