+66.9%
T vs CAH
+297.3%
-230.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.2% | +2.0% |
| 7D | -2.4% | -5.1% | +2.6% | -1.2% |
| 30D | +4.3% | -1.8% | +6.1% | +4.7% |
| 3M | +11.6% | +9.4% | +2.2% | +9.0% |
| 6M | -5.6% | +9.2% | -14.8% | -7.9% |
| YTD | +6.6% | +15.7% | -9.1% | +2.0% |
| 1Y | -8.4% | +59.7% | -68.1% | -19.9% |
| 3Y | +107.8% | +178.5% | -70.6% | +53.9% |
| 5Y | +68.3% | +398.3% | -330.0% | +3.6% |
| All | +66.9% | +297.3% | -230.3% | -2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling