+26.2%
MAR vs CAH
+65.8%
-39.6%
-17.1%
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 | -4.2% | +5.4% | -9.5% | -4.4% |
| 30D | -6.7% | +3.3% | -10.0% | -6.9% |
| 3M | -12.5% | +22.8% | -35.3% | -13.5% |
| 6M | +0.6% | +11.3% | -10.7% | -0.4% |
| YTD | +9.1% | +21.1% | -12.0% | +7.3% |
| 1Y | +26.2% | +67.2% | -41.0% | +21.4% |
| All | +26.2% | +65.8% | -39.6% | +21.4% |
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