+3,036.2%
SPY vs CAH
+9,592.4%
-6,556.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.6% |
| 7D | +2.6% | +3.5% | -0.9% | +1.7% |
| 30D | -2.0% | +13.5% | -15.4% | -5.3% |
| 3M | -2.8% | +21.8% | -24.6% | -8.1% |
| 6M | +2.1% | +51.5% | -49.4% | -9.2% |
| YTD | +11.5% | +38.1% | -26.6% | +1.0% |
| 1Y | +13.5% | +37.7% | -24.2% | +2.9% |
| 3Y | +77.7% | +179.6% | -101.9% | +29.9% |
| 5Y | +72.6% | +504.9% | -432.3% | +0.4% |
| 10Y | +308.2% | +418.6% | -110.4% | +134.2% |
| All | +3,036.2% | +9,592.4% | -6,556.2% | +1,027.9% |
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