+1,872.1%
T vs CAH
+15,076.3%
-13,204.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.4% | -1.8% |
| 7D | -1.3% | +5.4% | -6.7% | -2.3% |
| 30D | +11.4% | +3.3% | +8.0% | +10.6% |
| 3M | +14.3% | +22.8% | -8.5% | +9.7% |
| 6M | -9.3% | +11.3% | -20.5% | -11.4% |
| YTD | +7.1% | +21.1% | -14.0% | +2.6% |
| 1Y | -9.1% | +67.2% | -76.3% | -18.7% |
| 3Y | +105.3% | +195.6% | -90.3% | +62.4% |
| 5Y | +66.8% | +413.8% | -347.0% | +17.0% |
| 10Y | +66.8% | +309.6% | -242.8% | +17.3% |
| All | +1,872.1% | +15,076.3% | -13,204.2% | +744.3% |
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