+1.0%
XLU vs CAH
+38.5%
-37.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.1% | 0.0% |
| 7D | +2.6% | +7.0% | -4.4% | +1.8% |
| 30D | +9.1% | +12.4% | -3.3% | +7.5% |
| 3M | -0.4% | +12.2% | -12.6% | -1.9% |
| 6M | -4.7% | +33.2% | -37.9% | -8.1% |
| YTD | +4.3% | +28.4% | -24.1% | +0.2% |
| 1Y | +1.0% | +35.0% | -34.1% | -4.4% |
| All | +1.0% | +38.5% | -37.5% | -4.4% |
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