-48.5%
TE vs CAH
+392.8%
-441.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.7% | -5.1% | -6.4% |
| 7D | +0.9% | -5.1% | +5.9% | +1.9% |
| 30D | -16.3% | -1.8% | -14.5% | -16.0% |
| 3M | -40.8% | +9.4% | -50.1% | -42.1% |
| 6M | -42.6% | +9.2% | -51.9% | -44.1% |
| YTD | -31.4% | +15.7% | -47.1% | -34.3% |
| 1Y | +144.9% | +59.7% | +85.2% | +112.9% |
| 3Y | -26.0% | +178.5% | -204.5% | -49.7% |
| 5Y | -48.5% | +398.3% | -446.7% | -70.3% |
| All | -48.5% | +392.8% | -441.3% | -70.3% |
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 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