+199.8%
TER vs CAH
+65.8%
+134.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.6% | +6.0% | +5.4% |
| 7D | +0.6% | +5.4% | -4.8% | +1.1% |
| 30D | -8.3% | +3.3% | -11.6% | -8.0% |
| 3M | -12.2% | +22.8% | -35.0% | -11.9% |
| 6M | +17.0% | +11.3% | +5.8% | +19.1% |
| YTD | +84.6% | +21.1% | +63.5% | +87.6% |
| 1Y | +199.8% | +67.2% | +132.6% | +214.6% |
| All | +199.8% | +65.8% | +134.0% | +214.6% |
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