-77.8%
SE vs CAH
+512.9%
-590.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.7% |
| 7D | -7.7% | +5.9% | -13.7% | -8.7% |
| 30D | -22.8% | +16.5% | -39.4% | -25.0% |
| 3M | -43.7% | +15.7% | -59.5% | -45.3% |
| 6M | -12.8% | +52.7% | -65.5% | -19.5% |
| YTD | -42.0% | +36.3% | -78.3% | -45.4% |
| 1Y | -48.0% | +36.7% | -84.8% | -51.1% |
| 3Y | +62.7% | +178.2% | -115.5% | +24.4% |
| 5Y | -77.8% | +515.8% | -593.6% | -88.8% |
| All | -77.8% | +512.9% | -590.7% | -88.8% |
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