+3,094.0%
SPY vs CAH
+8,403.1%
-5,309.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +0.1% | +5.4% | -5.3% | -1.3% |
| 30D | +0.1% | +3.3% | -3.3% | -0.9% |
| 3M | +2.0% | +22.8% | -20.8% | -3.8% |
| 6M | +13.0% | +11.3% | +1.7% | +9.2% |
| YTD | +13.5% | +21.1% | -7.6% | +6.8% |
| 1Y | +20.0% | +67.2% | -47.3% | +2.5% |
| 3Y | +77.2% | +195.6% | -118.4% | +27.4% |
| 5Y | +81.9% | +413.8% | -332.0% | +10.7% |
| 10Y | +314.1% | +309.6% | +4.5% | +153.1% |
| All | +3,094.0% | +8,403.1% | -5,309.0% | +1,092.6% |
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