+14.5%
NET vs CAH
+38.5%
-24.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.6% | -6.1% | -2.3% |
| 7D | -16.4% | +7.0% | -23.4% | -16.0% |
| 30D | -25.8% | +12.4% | -38.2% | -25.6% |
| 3M | -11.5% | +12.2% | -23.7% | -11.4% |
| 6M | +18.9% | +33.2% | -14.3% | +15.1% |
| YTD | +35.2% | +28.4% | +6.9% | +28.9% |
| 1Y | +14.5% | +35.0% | -20.6% | +8.3% |
| All | +14.5% | +38.5% | -24.1% | +8.3% |
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