+163.9%
XLE vs CAH
+422.4%
-258.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | -6.7% | +9.4% | -16.1% | -9.6% |
| 30D | -4.4% | +16.5% | -20.9% | -9.5% |
| 3M | +4.0% | +17.0% | -13.0% | -1.8% |
| 6M | +13.2% | +51.4% | -38.2% | -2.8% |
| YTD | +41.9% | +36.0% | +5.9% | +25.4% |
| 1Y | +41.6% | +36.0% | +5.6% | +25.0% |
| 3Y | +64.0% | +177.5% | -113.5% | +6.5% |
| 5Y | +158.1% | +509.2% | -351.1% | +17.4% |
| 10Y | +163.9% | +408.1% | -244.2% | +16.8% |
| All | +163.9% | +422.4% | -258.4% | +16.8% |
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 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