+72.6%
SPY vs CAH
+505.3%
-432.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.5% |
| 7D | +2.6% | +3.5% | -0.9% | +2.0% |
| 30D | -2.0% | +13.5% | -15.4% | -4.2% |
| 3M | -2.8% | +21.8% | -24.6% | -6.2% |
| 6M | +2.1% | +51.5% | -49.4% | -5.7% |
| YTD | +11.5% | +38.1% | -26.6% | +4.4% |
| 1Y | +13.5% | +37.7% | -24.2% | +6.3% |
| 3Y | +77.7% | +179.6% | -101.9% | +36.7% |
| All | +72.6% | +505.3% | -432.8% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling