+67.5%
MA vs CAH
+400.8%
-333.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.7% |
| 7D | -1.8% | +0.5% | -2.2% | -1.9% |
| 30D | +1.4% | +1.7% | -0.3% | +0.9% |
| 3M | +17.7% | +17.9% | -0.1% | +12.4% |
| 6M | +9.7% | +10.9% | -1.3% | +6.3% |
| YTD | +0.5% | +17.9% | -17.4% | -4.6% |
| 1Y | -2.1% | +61.7% | -63.8% | -16.4% |
| 3Y | +40.1% | +183.7% | -143.6% | -4.1% |
| 5Y | +67.5% | +401.3% | -333.8% | -18.0% |
| All | +67.5% | +400.8% | -333.3% | -18.0% |
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 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