+50.7%
O vs CAH
+294.8%
-244.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -2.9% | -5.1% | +2.2% | -1.7% |
| 30D | -4.5% | +0.2% | -4.7% | -4.6% |
| 3M | -2.6% | +6.3% | -8.9% | -4.1% |
| 6M | -5.6% | +9.4% | -15.0% | -7.8% |
| YTD | +9.3% | +15.0% | -5.7% | +5.2% |
| 1Y | +4.3% | +55.4% | -51.1% | -7.0% |
| 3Y | +27.4% | +173.8% | -146.4% | -2.6% |
| 5Y | +17.1% | +395.2% | -378.1% | -24.5% |
| All | +50.7% | +294.8% | -244.1% | -3.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling