+2,439.3%
MAR vs CAH
+1,321.7%
+1,117.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.4% |
| 7D | -1.7% | +0.5% | -2.2% | -1.9% |
| 30D | -6.9% | +1.7% | -8.6% | -7.5% |
| 3M | -15.8% | +17.9% | -33.7% | -20.5% |
| 6M | +1.9% | +10.9% | -9.0% | -2.0% |
| YTD | +6.6% | +17.9% | -11.2% | -0.2% |
| 1Y | +23.7% | +61.7% | -38.0% | +3.4% |
| 3Y | +64.6% | +183.7% | -119.1% | +11.6% |
| 5Y | +156.4% | +401.3% | -245.0% | +40.7% |
| 10Y | +415.4% | +293.7% | +121.7% | +186.9% |
| All | +2,439.3% | +1,321.7% | +1,117.6% | +769.2% |
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