+163.6%
W vs CAH
+351.1%
-187.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.7% |
| 7D | -4.2% | +5.4% | -9.6% | -6.0% |
| 30D | -7.6% | +3.3% | -10.9% | -8.7% |
| 3M | +37.2% | +22.8% | +14.4% | +26.9% |
| 6M | +26.3% | +11.3% | +15.1% | +21.1% |
| YTD | -1.0% | +21.1% | -22.1% | -8.0% |
| 1Y | +20.1% | +67.2% | -47.2% | -1.5% |
| 3Y | +37.8% | +195.6% | -157.8% | -12.9% |
| 5Y | -63.7% | +413.8% | -477.5% | -82.4% |
| 10Y | +156.3% | +309.6% | -153.2% | +18.7% |
| All | +163.6% | +351.1% | -187.5% | +9.5% |
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