-20.7%
TLT vs CAH
+294.8%
-315.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | -1.6% | -5.1% | +3.5% | -2.0% |
| 30D | -1.1% | +0.2% | -1.3% | -1.1% |
| 3M | -4.9% | +6.3% | -11.1% | -4.3% |
| 6M | -5.0% | +9.4% | -14.4% | -4.3% |
| YTD | -4.4% | +15.0% | -19.3% | -3.1% |
| 1Y | -6.4% | +55.4% | -61.8% | -2.4% |
| 3Y | -2.0% | +173.8% | -175.8% | +8.6% |
| 5Y | -35.0% | +395.2% | -430.2% | -22.5% |
| All | -20.7% | +294.8% | -315.5% | -0.5% |
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