+412.9%
XLF vs CAH
+1,032.9%
-620.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -1.0% | -2.2% | +1.2% | -0.2% |
| 30D | -1.3% | +1.2% | -2.5% | -1.8% |
| 3M | +9.1% | +13.1% | -3.9% | +3.8% |
| 6M | +14.4% | +8.5% | +5.9% | +10.1% |
| YTD | +5.1% | +17.6% | -12.5% | -2.6% |
| 1Y | +8.6% | +60.7% | -52.0% | -11.7% |
| 3Y | +74.4% | +183.2% | -108.7% | +10.9% |
| 5Y | +64.4% | +402.2% | -337.8% | -18.3% |
| 10Y | +251.6% | +302.3% | -50.7% | +77.0% |
| All | +412.9% | +1,032.9% | -620.0% | +53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling