-53.1%
TE vs CAH
+448.5%
-501.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.7% |
| 7D | +0.2% | -5.1% | +5.3% | +0.5% |
| 30D | -5.9% | +0.2% | -6.1% | -6.0% |
| 3M | -45.6% | +6.3% | -51.9% | -45.9% |
| 6M | -43.4% | +9.4% | -52.8% | -43.8% |
| YTD | -31.0% | +15.0% | -45.9% | -31.9% |
| 1Y | +145.2% | +55.4% | +89.8% | +135.8% |
| 3Y | -24.1% | +173.8% | -197.9% | -30.8% |
| 5Y | -48.1% | +395.2% | -443.3% | -52.9% |
| All | -53.1% | +448.5% | -501.6% | -57.7% |
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