+1,111.5%
XLI vs CAH
+1,035.2%
+76.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.4% |
| 7D | +1.0% | +0.5% | +0.5% | +0.8% |
| 30D | -5.8% | +1.7% | -7.5% | -6.4% |
| 3M | +0.7% | +17.9% | -17.2% | -4.6% |
| 6M | +3.2% | +10.9% | -7.8% | -0.6% |
| YTD | +13.0% | +17.9% | -4.8% | +6.4% |
| 1Y | +16.8% | +61.7% | -44.9% | -1.2% |
| 3Y | +72.4% | +183.7% | -111.3% | +19.8% |
| 5Y | +82.8% | +401.3% | -318.6% | +4.2% |
| 10Y | +252.4% | +293.7% | -41.2% | +103.8% |
| All | +1,111.5% | +1,035.2% | +76.3% | +361.8% |
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 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