+6,354.3%
SO vs CAH
+17,199.1%
-10,844.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.1% |
| 7D | +1.4% | +3.5% | -2.1% | +0.8% |
| 30D | +4.7% | +13.5% | -8.8% | +2.7% |
| 3M | +1.7% | +21.8% | -20.1% | -1.4% |
| 6M | +2.2% | +51.5% | -49.4% | -4.1% |
| YTD | +10.0% | +38.1% | -28.1% | +4.4% |
| 1Y | +6.0% | +37.7% | -31.7% | +0.7% |
| 3Y | +54.1% | +179.6% | -125.5% | +30.6% |
| 5Y | +79.6% | +504.9% | -425.3% | +34.9% |
| 10Y | +195.5% | +418.6% | -223.1% | +119.9% |
| All | +6,354.3% | +17,199.1% | -10,844.8% | +3,238.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling