+171.0%
W vs CAH
+180.6%
-9.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | +0.2% | +3.5% | -3.3% | -0.1% |
| 30D | +6.8% | +13.5% | -6.7% | +5.8% |
| 3M | +10.7% | +21.8% | -11.2% | +9.2% |
| 6M | +86.3% | +51.5% | +34.8% | +81.7% |
| YTD | +11.5% | +38.1% | -26.6% | +9.8% |
| 1Y | +5.1% | +37.7% | -32.6% | +3.5% |
| 3Y | +171.0% | +179.6% | -8.6% | +224.1% |
| All | +171.0% | +180.6% | -9.6% | +224.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling