+433.8%
MAR vs CAH
+294.8%
+139.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | -0.5% | -5.1% | +4.6% | +1.0% |
| 30D | -5.4% | +0.2% | -5.6% | -5.5% |
| 3M | -15.5% | +6.3% | -21.8% | -17.2% |
| 6M | +3.0% | +9.4% | -6.4% | -0.2% |
| YTD | +8.5% | +15.0% | -6.4% | +3.1% |
| 1Y | +26.0% | +55.4% | -29.5% | +8.5% |
| 3Y | +68.6% | +173.8% | -105.2% | +19.1% |
| 5Y | +157.4% | +395.2% | -237.8% | +46.9% |
| All | +433.8% | +294.8% | +139.0% | +193.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling