+81.7%
SPY vs CAH
+400.5%
-318.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.4% | -2.2% | +1.9% | 0.0% |
| 30D | -1.4% | +1.2% | -2.6% | -1.6% |
| 3M | +3.7% | +13.1% | -9.4% | +1.2% |
| 6M | +13.0% | +8.5% | +4.5% | +11.0% |
| YTD | +12.4% | +17.6% | -5.2% | +8.3% |
| 1Y | +18.5% | +60.7% | -42.1% | +5.6% |
| 3Y | +77.6% | +183.2% | -105.5% | +32.7% |
| 5Y | +81.7% | +402.2% | -320.5% | +8.7% |
| All | +81.7% | +400.5% | -318.8% | +8.7% |
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