+248.8%
XLF vs CAH
+294.8%
-46.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | -1.5% | -5.1% | +3.6% | +0.3% |
| 30D | -1.2% | +0.2% | -1.3% | -1.3% |
| 3M | +9.2% | +6.3% | +2.9% | +6.7% |
| 6M | +16.3% | +9.4% | +6.9% | +12.3% |
| YTD | +5.4% | +15.0% | -9.5% | -0.6% |
| 1Y | +7.6% | +55.4% | -47.8% | -9.7% |
| 3Y | +74.2% | +173.8% | -99.6% | +16.1% |
| 5Y | +66.1% | +395.2% | -329.1% | -13.4% |
| All | +248.8% | +294.8% | -46.0% | +74.5% |
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