-16.8%
MCD vs CAH
+61.7%
-78.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.9% | -2.2% | -0.6% | -2.7% |
| 30D | -6.7% | +1.2% | -7.9% | -6.8% |
| 3M | -9.6% | +13.1% | -22.7% | -10.3% |
| 6M | -22.3% | +8.5% | -30.8% | -23.0% |
| YTD | -15.4% | +17.6% | -33.1% | -16.4% |
| 1Y | -16.8% | +60.7% | -77.5% | -19.1% |
| All | -16.8% | +61.7% | -78.5% | -19.1% |
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