+164.2%
XLB vs CAH
+418.0%
-253.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | +0.5% | +3.5% | -2.9% | -0.4% |
| 30D | +5.2% | +13.5% | -8.3% | +1.4% |
| 3M | +0.3% | +21.8% | -21.5% | -5.4% |
| 6M | +1.2% | +51.5% | -50.4% | -10.6% |
| YTD | +16.6% | +38.1% | -21.4% | +5.2% |
| 1Y | +21.4% | +37.7% | -16.3% | +9.5% |
| 3Y | +43.2% | +179.6% | -136.4% | +0.8% |
| 5Y | +28.0% | +504.9% | -476.9% | -31.7% |
| All | +164.2% | +418.0% | -253.8% | +34.1% |
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 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