+20.7%
XLK vs CAH
+38.5%
-17.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | +0.5% |
| 7D | -7.6% | +7.0% | -14.6% | -6.6% |
| 30D | -12.2% | +12.4% | -24.5% | -10.6% |
| 3M | -5.5% | +12.2% | -17.6% | -3.8% |
| 6M | +9.2% | +33.2% | -24.0% | +12.1% |
| YTD | +23.0% | +28.4% | -5.3% | +27.9% |
| 1Y | +20.7% | +35.0% | -14.3% | +26.0% |
| All | +20.7% | +38.5% | -17.8% | +26.0% |
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