+125.1%
TLT vs CAH
+993.9%
-868.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.3% |
| 7D | -3.1% | +3.5% | -6.6% | -2.8% |
| 30D | +1.0% | +13.5% | -12.4% | +2.3% |
| 3M | -2.7% | +21.8% | -24.6% | -0.7% |
| 6M | -4.1% | +51.5% | -55.7% | +0.1% |
| YTD | -5.4% | +38.1% | -43.4% | -2.0% |
| 1Y | -7.0% | +37.7% | -44.7% | -3.7% |
| 3Y | +2.8% | +179.6% | -176.8% | +15.8% |
| 5Y | -35.4% | +504.9% | -540.3% | -19.8% |
| 10Y | -13.1% | +418.6% | -431.7% | +10.0% |
| All | +125.1% | +993.9% | -868.8% | +234.2% |
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