+155.2%
W vs CAH
+294.8%
-139.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.8% | +1.4% |
| 7D | -0.9% | -5.1% | +4.2% | +1.0% |
| 30D | -4.2% | +0.2% | -4.4% | -4.4% |
| 3M | +26.9% | +6.3% | +20.6% | +23.7% |
| 6M | +31.2% | +9.4% | +21.8% | +26.7% |
| YTD | -1.8% | +15.0% | -16.8% | -7.0% |
| 1Y | +9.3% | +55.4% | -46.1% | -7.6% |
| 3Y | +33.2% | +173.8% | -140.6% | -12.8% |
| 5Y | -62.4% | +395.2% | -457.6% | -81.5% |
| All | +155.2% | +294.8% | -139.6% | +13.7% |
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