+34,839.7%
LOW vs CAH
+14,665.6%
+20,174.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.0% |
| 7D | +0.4% | +0.5% | -0.1% | +0.2% |
| 30D | -10.1% | +1.7% | -11.8% | -10.6% |
| 3M | -2.9% | +17.9% | -20.7% | -7.4% |
| 6M | -19.4% | +10.9% | -30.3% | -22.0% |
| YTD | -15.4% | +17.9% | -33.3% | -20.0% |
| 1Y | -24.9% | +61.7% | -86.6% | -35.6% |
| 3Y | -7.8% | +183.7% | -191.6% | -34.0% |
| 5Y | +8.4% | +401.3% | -392.9% | -35.3% |
| 10Y | +226.8% | +293.7% | -66.9% | +97.5% |
| All | +34,839.7% | +14,665.6% | +20,174.2% | +7,347.0% |
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 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