-48.8%
SE vs CAH
+38.5%
-87.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.6% | +0.9% | +3.9% |
| 7D | +6.7% | +7.0% | -0.4% | +5.7% |
| 30D | -17.2% | +12.4% | -29.6% | -18.5% |
| 3M | -28.0% | +12.2% | -40.2% | -29.1% |
| 6M | -6.1% | +33.2% | -39.3% | -7.9% |
| YTD | -37.1% | +28.4% | -65.5% | -37.9% |
| 1Y | -48.8% | +35.0% | -83.8% | -50.0% |
| All | -48.8% | +38.5% | -87.3% | -50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling