+103.1%
XLP vs CAH
+305.1%
-201.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -1.0% | +5.4% | -6.4% | -2.1% |
| 30D | -0.9% | +3.3% | -4.2% | -1.6% |
| 3M | +3.8% | +22.8% | -19.0% | -0.8% |
| 6M | -1.7% | +11.3% | -13.0% | -4.2% |
| YTD | +10.3% | +21.1% | -10.9% | +5.2% |
| 1Y | +7.8% | +67.2% | -59.4% | -4.8% |
| 3Y | +27.2% | +195.6% | -168.4% | -2.8% |
| 5Y | +32.5% | +413.8% | -381.3% | -12.2% |
| All | +103.1% | +305.1% | -201.9% | +32.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling