-66.3%
SE vs CAH
+400.5%
-466.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | -3.6% | -2.2% | -1.4% | -3.3% |
| 30D | -5.3% | +1.2% | -6.5% | -5.5% |
| 3M | +28.1% | +13.1% | +15.0% | +25.4% |
| 6M | +20.7% | +8.5% | +12.2% | +19.0% |
| YTD | -14.8% | +17.6% | -32.4% | -17.3% |
| 1Y | -43.6% | +60.7% | -104.2% | -48.7% |
| 3Y | +184.2% | +183.2% | +1.0% | +115.3% |
| 5Y | -66.3% | +402.2% | -468.5% | -80.3% |
| All | -66.3% | +400.5% | -466.8% | -80.3% |
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