+42.1%
MA vs CAH
+192.6%
-150.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -2.7% | +5.4% | -8.1% | -3.6% |
| 30D | +1.5% | +3.3% | -1.8% | +0.9% |
| 3M | +20.4% | +22.8% | -2.4% | +16.0% |
| 6M | +11.1% | +11.3% | -0.1% | +8.8% |
| YTD | +2.0% | +21.1% | -19.2% | -1.9% |
| 1Y | -2.2% | +67.2% | -69.4% | -12.5% |
| All | +42.1% | +192.6% | -150.5% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling