+68.5%
XLI vs CAH
+178.5%
-110.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | -0.5% |
| 7D | -2.3% | -5.1% | +2.8% | -1.7% |
| 30D | -8.2% | -1.8% | -6.4% | -8.0% |
| 3M | +0.8% | +9.4% | -8.6% | -0.4% |
| 6M | +0.8% | +9.2% | -8.4% | -0.4% |
| YTD | +10.5% | +15.7% | -5.1% | +8.3% |
| 1Y | +14.1% | +59.7% | -45.6% | +6.2% |
| All | +68.5% | +178.5% | -110.0% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling