+14.0%
XLB vs CAH
+58.4%
-44.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.4% | -1.2% |
| 7D | -3.5% | -5.1% | +1.5% | -3.5% |
| 30D | -4.7% | -1.8% | -2.9% | -4.6% |
| 3M | +2.7% | +9.4% | -6.6% | +2.9% |
| 6M | +2.6% | +9.2% | -6.6% | +2.8% |
| YTD | +12.8% | +15.7% | -2.8% | +13.7% |
| 1Y | +14.0% | +59.7% | -45.8% | +13.6% |
| All | +14.0% | +58.4% | -44.4% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling