-68.3%
U vs CAH
+400.5%
-468.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +4.4% | -2.2% | +6.6% | +4.5% |
| 30D | -1.3% | +1.2% | -2.5% | -1.4% |
| 3M | +49.6% | +13.1% | +36.5% | +48.1% |
| 6M | +100.2% | +8.5% | +91.7% | +98.9% |
| YTD | -3.7% | +17.6% | -21.3% | -5.5% |
| 1Y | -6.5% | +60.7% | -67.2% | -13.2% |
| 3Y | +12.9% | +183.2% | -170.3% | -10.0% |
| 5Y | -68.3% | +402.2% | -470.5% | -80.4% |
| All | -68.3% | +400.5% | -468.8% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling