+287.4%
NET vs CAH
+180.3%
+107.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +2.2% | -10.5% | -8.4% |
| 7D | -21.2% | +6.7% | -27.9% | -21.5% |
| 30D | -31.1% | +14.7% | -45.9% | -31.9% |
| 3M | -16.5% | +12.0% | -28.5% | -17.3% |
| 6M | 0.0% | +36.2% | -36.2% | -3.9% |
| YTD | +24.0% | +31.3% | -7.2% | +19.5% |
| 1Y | +7.0% | +37.1% | -30.1% | +2.5% |
| All | +287.4% | +180.3% | +107.1% | +260.7% |
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