+20.1%
W vs CAH
+65.8%
-45.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.7% |
| 7D | -4.2% | +5.4% | -9.6% | -5.4% |
| 30D | -7.6% | +3.3% | -10.9% | -8.3% |
| 3M | +37.2% | +22.8% | +14.4% | +29.6% |
| 6M | +26.3% | +11.3% | +15.1% | +21.4% |
| YTD | -1.0% | +21.1% | -22.1% | -4.5% |
| 1Y | +20.1% | +67.2% | -47.2% | +23.8% |
| All | +20.1% | +65.8% | -45.7% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling