+40.3%
XLC vs CAH
+393.5%
-353.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | +0.5% | -5.1% | +5.6% | +1.4% |
| 30D | +2.1% | +0.2% | +1.9% | +2.1% |
| 3M | +0.7% | +6.3% | -5.6% | -0.4% |
| 6M | -3.2% | +9.4% | -12.6% | -4.8% |
| YTD | -3.8% | +15.0% | -18.8% | -6.4% |
| 1Y | -2.0% | +55.4% | -57.5% | -10.4% |
| 3Y | +71.4% | +173.8% | -102.5% | +34.8% |
| All | +40.3% | +393.5% | -353.2% | -11.7% |
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