+196.7%
W vs CAH
+414.2%
-217.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | +0.2% | +3.5% | -3.3% | -1.1% |
| 30D | +6.8% | +13.5% | -6.7% | +2.0% |
| 3M | +10.7% | +21.8% | -11.2% | +2.9% |
| 6M | +86.3% | +51.5% | +34.8% | +59.5% |
| YTD | +11.5% | +38.1% | -26.6% | -1.4% |
| 1Y | +5.1% | +37.7% | -32.6% | -6.8% |
| 3Y | +171.0% | +179.6% | -8.6% | +77.3% |
| 5Y | -56.6% | +504.9% | -561.6% | -80.2% |
| 10Y | +213.4% | +418.6% | -205.1% | +32.9% |
| All | +196.7% | +414.2% | -217.5% | +17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling