+64.2%
T vs CAH
+400.5%
-336.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -3.1% | -2.2% | -0.8% | -2.7% |
| 30D | +4.6% | +1.2% | +3.4% | +4.3% |
| 3M | +12.2% | +13.1% | -0.9% | +9.9% |
| 6M | -6.5% | +8.5% | -14.9% | -7.8% |
| YTD | +4.9% | +17.6% | -12.7% | +1.6% |
| 1Y | -10.5% | +60.7% | -71.1% | -19.0% |
| 3Y | +104.6% | +183.2% | -78.6% | +59.6% |
| 5Y | +64.2% | +402.2% | -338.0% | +2.4% |
| All | +64.2% | +400.5% | -336.3% | +2.4% |
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