-0.3%
SPOT vs CAH
+38.5%
-38.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.6% | +1.0% | +4.3% |
| 7D | +16.6% | +7.0% | +9.6% | +16.0% |
| 30D | +29.9% | +12.4% | +17.6% | +28.9% |
| 3M | +31.3% | +12.2% | +19.1% | +30.4% |
| 6M | +43.2% | +33.2% | +10.0% | +43.7% |
| YTD | +8.1% | +28.4% | -20.3% | +9.1% |
| 1Y | -0.3% | +35.0% | -35.4% | -1.6% |
| All | -0.3% | +38.5% | -38.8% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling