+148.6%
TE vs CAH
+65.8%
+82.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.3% |
| 7D | -4.0% | +5.4% | -9.4% | -3.5% |
| 30D | -15.9% | +3.3% | -19.2% | -15.8% |
| 3M | -60.5% | +22.8% | -83.3% | -59.8% |
| 6M | -35.2% | +11.3% | -46.5% | -33.7% |
| YTD | -31.1% | +21.1% | -52.3% | -28.5% |
| 1Y | +148.6% | +67.2% | +81.4% | +198.0% |
| All | +148.6% | +65.8% | +82.8% | +198.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling