+1,802.9%
TER vs CAH
+297.3%
+1,505.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.9% | -3.1% |
| 7D | +9.4% | -5.1% | +14.4% | +10.8% |
| 30D | -2.4% | -1.8% | -0.7% | -2.1% |
| 3M | +6.5% | +9.4% | -2.8% | +3.4% |
| 6M | +23.2% | +9.2% | +13.9% | +19.1% |
| YTD | +91.5% | +15.7% | +75.8% | +81.8% |
| 1Y | +214.8% | +59.7% | +155.1% | +170.2% |
| 3Y | +275.3% | +178.5% | +96.9% | +163.0% |
| 5Y | +211.9% | +398.3% | -186.3% | +75.4% |
| All | +1,802.9% | +297.3% | +1,505.7% | +960.5% |
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