+6,277.0%
SO vs CAH
+17,016.9%
-10,739.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -0.9% | +3.9% | -4.8% | -1.5% |
| 30D | +4.9% | +16.0% | -11.1% | +2.6% |
| 3M | +0.8% | +19.1% | -18.3% | -1.9% |
| 6M | +0.6% | +53.0% | -52.5% | -5.8% |
| YTD | +8.7% | +36.6% | -28.0% | +3.3% |
| 1Y | +4.0% | +37.4% | -33.5% | -1.3% |
| 3Y | +50.6% | +178.8% | -128.3% | +27.6% |
| 5Y | +77.5% | +498.6% | -421.1% | +33.5% |
| 10Y | +192.0% | +413.1% | -221.1% | +117.6% |
| All | +6,277.0% | +17,016.9% | -10,739.9% | +3,203.3% |
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 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