+62.5%
T vs CAH
+418.0%
-355.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | +2.5% | +3.5% | -0.9% | +1.7% |
| 30D | -3.8% | +13.5% | -17.2% | -6.8% |
| 3M | -8.7% | +21.8% | -30.6% | -13.2% |
| 6M | -8.1% | +51.5% | -59.6% | -17.4% |
| YTD | -6.4% | +38.1% | -44.5% | -14.5% |
| 1Y | -9.8% | +37.7% | -47.5% | -17.5% |
| 3Y | +65.5% | +179.6% | -114.1% | +22.3% |
| 5Y | +57.0% | +504.9% | -448.0% | -9.4% |
| All | +62.5% | +418.0% | -355.5% | -10.9% |
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 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