+196.4%
SE vs CAH
+183.8%
+12.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.4% |
| 7D | +0.6% | +0.5% | +0.1% | +0.5% |
| 30D | -0.1% | +1.7% | -1.8% | -0.2% |
| 3M | +34.1% | +17.9% | +16.3% | +32.5% |
| 6M | +23.2% | +10.9% | +12.3% | +22.6% |
| YTD | -11.2% | +17.9% | -29.0% | -12.1% |
| 1Y | -40.5% | +61.7% | -102.2% | -42.8% |
| All | +196.4% | +183.8% | +12.6% | +147.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling