+562.3%
SE vs CAH
+355.3%
+207.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.7% | -0.6% |
| 7D | -4.8% | -5.1% | +0.3% | -3.7% |
| 30D | -18.1% | -1.8% | -16.3% | -17.8% |
| 3M | +30.6% | +9.4% | +21.3% | +28.0% |
| 6M | +20.8% | +9.2% | +11.5% | +18.1% |
| YTD | -15.6% | +15.7% | -31.3% | -18.7% |
| 1Y | -44.2% | +59.7% | -104.0% | -50.5% |
| 3Y | +181.5% | +178.5% | +3.1% | +112.7% |
| 5Y | -66.9% | +398.3% | -465.2% | -78.9% |
| All | +562.3% | +355.3% | +207.0% | +320.6% |
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