-62.3%
W vs CAH
+400.5%
-462.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +5.9% | -2.2% | +8.1% | +6.4% |
| 30D | -3.0% | +1.2% | -4.2% | -3.3% |
| 3M | +40.3% | +13.1% | +27.2% | +36.3% |
| 6M | +32.2% | +8.5% | +23.8% | +29.4% |
| YTD | -0.3% | +17.6% | -17.9% | -3.8% |
| 1Y | +16.2% | +60.7% | -44.5% | +5.9% |
| 3Y | +40.7% | +183.2% | -142.4% | +5.6% |
| 5Y | -62.3% | +402.2% | -464.5% | -80.8% |
| All | -62.3% | +400.5% | -462.8% | -80.8% |
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 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