-1.1%
TLT vs CAH
+184.7%
-185.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.1% |
| 7D | +0.4% | +0.5% | -0.1% | +0.4% |
| 30D | -0.3% | +1.7% | -2.0% | -0.4% |
| 3M | -1.7% | +17.9% | -19.6% | -2.1% |
| 6M | -4.9% | +10.9% | -15.8% | -5.2% |
| YTD | -2.8% | +17.9% | -20.7% | -3.2% |
| 1Y | -4.2% | +61.7% | -65.9% | -5.1% |
| 3Y | -1.1% | +183.7% | -184.8% | -7.3% |
| All | -1.1% | +184.7% | -185.8% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling