+823.3%
SPYM vs CAH
+770.7%
+52.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.2% | +0.3% |
| 7D | +0.6% | +0.5% | +0.1% | +0.4% |
| 30D | -0.9% | +1.7% | -2.7% | -1.6% |
| 3M | +3.9% | +17.9% | -14.0% | -1.7% |
| 6M | +14.5% | +10.9% | +3.6% | +10.2% |
| YTD | +13.0% | +17.9% | -4.9% | +6.1% |
| 1Y | +19.4% | +61.7% | -42.3% | +0.2% |
| 3Y | +78.9% | +183.7% | -104.9% | +21.8% |
| 5Y | +82.3% | +401.3% | -319.0% | +0.3% |
| 10Y | +314.7% | +293.7% | +21.1% | +129.4% |
| All | +823.3% | +770.7% | +52.6% | +221.2% |
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