-24.1%
TE vs CAH
+176.8%
-200.8%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.7% |
| 7D | +0.2% | -5.1% | +5.3% | +0.4% |
| 30D | -5.9% | +0.2% | -6.1% | -6.0% |
| 3M | -45.6% | +6.3% | -51.9% | -45.8% |
| 6M | -43.4% | +9.4% | -52.8% | -43.7% |
| YTD | -31.0% | +15.0% | -45.9% | -31.6% |
| 1Y | +145.2% | +55.4% | +89.8% | +135.6% |
| 3Y | -24.1% | +173.8% | -197.9% | -35.8% |
| All | -24.1% | +176.8% | -200.8% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling