+322.4%
NET vs CAH
+174.1%
+148.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.6% | -6.1% | -2.8% |
| 7D | -16.4% | +7.0% | -23.4% | -16.7% |
| 30D | -25.8% | +12.4% | -38.2% | -26.6% |
| 3M | -11.5% | +12.2% | -23.7% | -12.5% |
| 6M | +18.9% | +33.2% | -14.3% | +14.4% |
| YTD | +35.2% | +28.4% | +6.9% | +30.5% |
| 1Y | +14.5% | +35.0% | -20.6% | +9.7% |
| All | +322.4% | +174.1% | +148.3% | +293.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling