+6.0%
LOW vs CAH
+392.8%
-386.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.6% | -0.7% |
| 7D | -2.6% | -5.1% | +2.4% | -1.8% |
| 30D | -11.1% | -1.8% | -9.4% | -10.9% |
| 3M | -8.5% | +9.4% | -17.9% | -9.8% |
| 6M | -20.8% | +9.2% | -30.1% | -22.1% |
| YTD | -17.2% | +15.7% | -32.9% | -19.4% |
| 1Y | -24.7% | +59.7% | -84.5% | -31.3% |
| 3Y | -9.7% | +178.5% | -188.2% | -28.3% |
| 5Y | +6.0% | +398.3% | -392.3% | -29.1% |
| All | +6.0% | +392.8% | -386.9% | -29.1% |
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