+1,449.6%
NET vs CAH
+510.6%
+939.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -7.0% | +5.4% | -12.4% | -8.0% |
| 30D | -4.8% | +3.3% | -8.1% | -5.5% |
| 3M | +3.8% | +22.8% | -19.0% | -0.8% |
| 6M | +50.0% | +11.3% | +38.8% | +46.1% |
| YTD | +41.5% | +21.1% | +20.3% | +35.1% |
| 1Y | +32.8% | +67.2% | -34.4% | +17.5% |
| 3Y | +335.9% | +195.6% | +140.3% | +236.5% |
| 5Y | +113.8% | +413.8% | -300.0% | +42.4% |
| All | +1,449.6% | +510.6% | +939.0% | +897.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling