+54.1%
SO vs CAH
+180.6%
-126.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.1% |
| 7D | +1.4% | +3.5% | -2.1% | +0.9% |
| 30D | +4.7% | +13.5% | -8.8% | +2.8% |
| 3M | +1.7% | +21.8% | -20.1% | -1.3% |
| 6M | +2.2% | +51.5% | -49.4% | -3.8% |
| YTD | +10.0% | +38.1% | -28.1% | +4.5% |
| 1Y | +6.0% | +37.7% | -31.7% | +0.8% |
| 3Y | +54.1% | +179.6% | -125.5% | +34.4% |
| All | +54.1% | +180.6% | -126.5% | +34.4% |
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