+254.8%
SPOT vs CAH
+394.6%
-139.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.2% | -2.0% |
| 7D | -2.9% | +0.5% | -3.3% | -2.9% |
| 30D | +8.3% | +1.7% | +6.6% | +8.0% |
| 3M | +5.1% | +17.9% | -12.8% | +1.7% |
| 6M | -6.5% | +10.9% | -17.4% | -8.6% |
| YTD | -9.0% | +17.9% | -26.8% | -12.3% |
| 1Y | -26.4% | +61.7% | -88.1% | -34.0% |
| 3Y | +240.0% | +183.7% | +56.3% | +169.7% |
| 5Y | +111.7% | +401.3% | -289.6% | +47.3% |
| All | +254.8% | +394.6% | -139.9% | +136.6% |
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 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