+81.8%
XLI vs CAH
+393.5%
-311.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | -1.7% | -5.1% | +3.4% | -0.5% |
| 30D | -7.3% | +0.2% | -7.4% | -7.3% |
| 3M | -1.3% | +6.3% | -7.6% | -2.8% |
| 6M | +2.2% | +9.4% | -7.2% | 0.0% |
| YTD | +11.7% | +15.0% | -3.3% | +7.7% |
| 1Y | +14.3% | +55.4% | -41.2% | +1.5% |
| 3Y | +70.3% | +173.8% | -103.5% | +25.6% |
| All | +81.8% | +393.5% | -311.7% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling