+10,451.6%
TER vs CAH
+17,016.9%
-6,565.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +24.0% | +3.9% | +20.1% | +22.5% |
| 30D | -30.6% | +16.0% | -46.7% | -34.2% |
| 3M | -34.5% | +19.1% | -53.5% | -38.5% |
| 6M | -26.4% | +53.0% | -79.4% | -36.9% |
| YTD | +36.4% | +36.6% | -0.2% | +20.8% |
| 1Y | +47.4% | +37.4% | +10.0% | +30.2% |
| 3Y | +202.6% | +178.8% | +23.7% | +105.1% |
| 5Y | +83.9% | +498.6% | -414.7% | -5.6% |
| 10Y | +1,068.0% | +413.1% | +654.9% | +492.6% |
| All | +10,451.6% | +17,016.9% | -6,565.3% | +2,266.2% |
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