+208.9%
W vs CAH
+412.5%
-203.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | -1.7% | +3.9% | -5.5% | -3.0% |
| 30D | +3.2% | +16.0% | -12.8% | -2.1% |
| 3M | +8.3% | +19.1% | -10.8% | +1.7% |
| 6M | +84.3% | +53.0% | +31.3% | +57.8% |
| YTD | +11.0% | +36.6% | -25.6% | -1.1% |
| 1Y | -0.2% | +37.4% | -37.6% | -11.2% |
| 3Y | +157.9% | +178.8% | -20.9% | +70.3% |
| 5Y | -56.8% | +498.6% | -555.4% | -80.1% |
| All | +208.9% | +412.5% | -203.6% | +32.2% |
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