+179.2%
XLE vs CAH
+418.0%
-238.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | +5.4% | +3.5% | +2.0% | +4.2% |
| 30D | -3.9% | +13.5% | -17.4% | -8.2% |
| 3M | +7.0% | +21.8% | -14.8% | -0.4% |
| 6M | +14.2% | +51.5% | -37.3% | -1.9% |
| YTD | +48.2% | +38.1% | +10.1% | +30.2% |
| 1Y | +47.7% | +37.7% | +10.0% | +29.8% |
| 3Y | +70.0% | +179.6% | -109.6% | +10.3% |
| 5Y | +169.1% | +504.9% | -335.8% | +23.1% |
| All | +179.2% | +418.0% | -238.8% | +23.1% |
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