+41.6%
XLE vs CAH
+39.1%
+2.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.5% |
| 7D | -6.7% | +9.4% | -16.1% | -6.0% |
| 30D | -4.4% | +16.5% | -20.9% | -3.4% |
| 3M | +4.0% | +17.0% | -13.0% | +5.0% |
| 6M | +13.2% | +51.4% | -38.2% | +16.3% |
| YTD | +41.9% | +36.0% | +5.9% | +44.7% |
| 1Y | +41.6% | +36.0% | +5.6% | +43.4% |
| All | +41.6% | +39.1% | +2.6% | +43.4% |
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