+142.5%
XLC vs CAH
+492.8%
-350.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -0.8% | +5.4% | -6.2% | -2.2% |
| 30D | +1.0% | +3.3% | -2.3% | +0.2% |
| 3M | -0.7% | +22.8% | -23.5% | -6.0% |
| 6M | -5.1% | +11.3% | -16.4% | -8.0% |
| YTD | -4.3% | +21.1% | -25.4% | -9.6% |
| 1Y | -0.6% | +67.2% | -67.8% | -14.6% |
| 3Y | +72.7% | +195.6% | -122.9% | +22.9% |
| 5Y | +38.0% | +413.8% | -375.8% | -19.4% |
| All | +142.5% | +492.8% | -350.3% | +24.8% |
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