+552.8%
XLP vs CAH
+1,185.6%
-632.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.7% | -1.6% |
| 7D | +0.7% | +8.5% | -7.7% | -1.2% |
| 30D | +10.3% | +17.0% | -6.8% | +6.3% |
| 3M | +6.5% | +14.6% | -8.1% | +3.1% |
| 6M | +8.4% | +42.5% | -34.2% | -0.4% |
| YTD | +18.2% | +33.5% | -15.3% | +9.8% |
| 1Y | +22.4% | +38.5% | -16.1% | +12.7% |
| 3Y | +41.9% | +179.0% | -137.1% | +9.0% |
| 5Y | +40.9% | +507.2% | -466.3% | -11.1% |
| 10Y | +128.4% | +448.9% | -320.6% | +39.6% |
| All | +552.8% | +1,185.6% | -632.8% | +183.3% |
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 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