+24.0%
NET vs CAH
+498.1%
-474.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +2.2% | -10.5% | -8.7% |
| 7D | -21.2% | +6.7% | -27.9% | -22.2% |
| 30D | -31.1% | +14.7% | -45.9% | -33.0% |
| 3M | -16.5% | +12.0% | -28.5% | -18.6% |
| 6M | 0.0% | +36.2% | -36.2% | -7.1% |
| YTD | +24.0% | +31.3% | -7.2% | +15.7% |
| 1Y | +7.0% | +37.1% | -30.1% | -1.3% |
| 3Y | +279.6% | +178.3% | +101.2% | +180.3% |
| 5Y | +24.0% | +497.1% | -473.1% | -39.9% |
| All | +24.0% | +498.1% | -474.1% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling