-38.4%
U vs CAH
+476.8%
-515.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -1.0% |
| 7D | 0.0% | -5.1% | +5.0% | +0.3% |
| 30D | -4.1% | -1.8% | -2.3% | -4.0% |
| 3M | +57.8% | +9.4% | +48.4% | +56.6% |
| 6M | +103.5% | +9.2% | +94.3% | +101.9% |
| YTD | -4.8% | +15.7% | -20.4% | -6.5% |
| 1Y | -2.4% | +59.7% | -62.1% | -8.9% |
| 3Y | +11.7% | +178.5% | -166.8% | -7.3% |
| 5Y | -68.9% | +398.3% | -467.1% | -77.7% |
| All | -38.4% | +476.8% | -515.2% | -58.3% |
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 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