+5,976.4%
SO vs CAH
+15,076.3%
-9,100.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.7% |
| 7D | -0.2% | +5.4% | -5.5% | -0.9% |
| 30D | -4.6% | +3.3% | -7.9% | -5.1% |
| 3M | -3.0% | +22.8% | -25.8% | -6.0% |
| 6M | -8.3% | +11.3% | -19.5% | -9.9% |
| YTD | +3.5% | +21.1% | -17.6% | +0.3% |
| 1Y | -0.9% | +67.2% | -68.2% | -8.8% |
| 3Y | +45.4% | +195.6% | -150.3% | +22.1% |
| 5Y | +59.6% | +413.8% | -354.2% | +22.8% |
| 10Y | +156.6% | +309.6% | -153.0% | +97.1% |
| All | +5,976.4% | +15,076.3% | -9,100.0% | +3,106.9% |
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