+7.6%
XLF vs CAH
+57.9%
-50.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.7% |
| 7D | -1.5% | -5.1% | +3.6% | -1.2% |
| 30D | -1.2% | +0.2% | -1.3% | -1.1% |
| 3M | +9.2% | +6.3% | +2.9% | +8.9% |
| 6M | +16.3% | +9.4% | +6.9% | +15.7% |
| YTD | +5.4% | +15.0% | -9.5% | +5.0% |
| 1Y | +7.6% | +55.4% | -47.8% | +5.8% |
| All | +7.6% | +57.9% | -50.3% | +5.8% |
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 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