+14,183.4%
TER vs CAH
+15,076.3%
-892.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +5.7% |
| 7D | +0.6% | +5.4% | -4.8% | -1.1% |
| 30D | -8.3% | +3.3% | -11.6% | -9.4% |
| 3M | -12.2% | +22.8% | -35.0% | -18.5% |
| 6M | +17.1% | +11.3% | +5.8% | +11.8% |
| YTD | +84.7% | +21.1% | +63.5% | +71.1% |
| 1Y | +199.9% | +67.2% | +132.7% | +147.9% |
| 3Y | +232.8% | +195.6% | +37.1% | +121.4% |
| 5Y | +198.6% | +413.8% | -215.3% | +61.8% |
| 10Y | +1,669.7% | +309.6% | +1,360.2% | +869.4% |
| All | +14,183.4% | +15,076.3% | -892.9% | +3,250.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling