-39.0%
U vs CAH
+504.1%
-543.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | -3.8% | +5.4% | -9.2% | -4.2% |
| 30D | +17.5% | +3.3% | +14.1% | +17.2% |
| 3M | +38.7% | +22.8% | +15.9% | +36.4% |
| 6M | +104.4% | +11.3% | +93.2% | +102.6% |
| YTD | -5.7% | +21.1% | -26.8% | -7.7% |
| 1Y | +3.7% | +67.2% | -63.6% | -3.5% |
| 3Y | +12.3% | +195.6% | -183.3% | -7.3% |
| 5Y | -68.8% | +413.8% | -482.7% | -77.7% |
| All | -39.0% | +504.1% | -543.1% | -58.9% |
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