+67.1%
V vs CAH
+400.8%
-333.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -1.0% |
| 7D | -1.1% | +0.5% | -1.6% | -1.2% |
| 30D | +1.9% | +1.7% | +0.2% | +1.4% |
| 3M | +15.5% | +17.9% | -2.3% | +10.6% |
| 6M | +16.6% | +10.9% | +5.7% | +13.2% |
| YTD | +5.7% | +17.9% | -12.1% | +0.6% |
| 1Y | +8.6% | +61.7% | -53.1% | -6.6% |
| 3Y | +52.5% | +183.7% | -131.2% | +7.1% |
| 5Y | +67.1% | +401.3% | -334.2% | -12.6% |
| All | +67.1% | +400.8% | -333.6% | -12.6% |
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