+219.1%
TER vs CAH
+400.8%
-181.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.7% | +6.9% | +4.5% |
| 7D | +11.0% | +0.5% | +10.5% | +10.9% |
| 30D | -1.9% | +1.7% | -3.6% | -2.1% |
| 3M | -0.7% | +17.9% | -18.5% | -3.1% |
| 6M | +36.4% | +10.9% | +25.4% | +34.3% |
| YTD | +92.4% | +17.9% | +74.6% | +87.6% |
| 1Y | +213.5% | +61.7% | +151.8% | +189.1% |
| 3Y | +277.2% | +183.7% | +93.5% | +197.9% |
| 5Y | +219.1% | +401.3% | -182.2% | +105.6% |
| All | +219.1% | +400.8% | -181.6% | +105.6% |
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 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