+82.6%
SPYM vs CAH
+392.8%
-310.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | -2.0% | -5.1% | +3.1% | -1.1% |
| 30D | -1.6% | -1.8% | +0.1% | -1.4% |
| 3M | +4.7% | +9.4% | -4.6% | +2.9% |
| 6M | +12.6% | +9.2% | +3.3% | +10.4% |
| YTD | +11.8% | +15.7% | -3.9% | +8.1% |
| 1Y | +17.5% | +59.7% | -42.2% | +4.9% |
| 3Y | +77.0% | +178.5% | -101.5% | +33.1% |
| 5Y | +82.6% | +398.3% | -315.7% | +9.5% |
| All | +82.6% | +392.8% | -310.3% | +9.5% |
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