+15.3%
O vs CAH
+400.5%
-385.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -2.3% | -2.2% | 0.0% | -1.9% |
| 30D | -2.4% | +1.2% | -3.6% | -2.7% |
| 3M | -0.6% | +13.1% | -13.7% | -2.8% |
| 6M | -5.0% | +8.5% | -13.5% | -6.5% |
| YTD | +10.4% | +17.6% | -7.2% | +6.9% |
| 1Y | +6.6% | +60.7% | -54.1% | -3.0% |
| 3Y | +28.4% | +183.2% | -154.8% | +1.8% |
| 5Y | +15.3% | +402.2% | -386.9% | -23.7% |
| All | +15.3% | +400.5% | -385.2% | -23.7% |
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 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