+14,999.1%
TT vs CAH
+16,974.4%
-1,975.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.7% | +0.9% |
| 7D | +3.5% | +5.9% | -2.4% | +1.7% |
| 30D | -11.0% | +16.5% | -27.6% | -15.2% |
| 3M | -12.0% | +15.7% | -27.8% | -16.1% |
| 6M | -10.4% | +52.7% | -63.1% | -21.6% |
| YTD | +9.9% | +36.3% | -26.4% | -1.0% |
| 1Y | +1.5% | +36.7% | -35.3% | -8.8% |
| 3Y | +93.7% | +178.2% | -84.4% | +37.8% |
| 5Y | +139.2% | +515.8% | -376.5% | +32.0% |
| 10Y | +741.5% | +411.8% | +329.7% | +362.9% |
| All | +14,999.1% | +16,974.4% | -1,975.3% | +3,719.4% |
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