+135.9%
XLU vs CAH
+294.8%
-158.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -1.6% | -5.1% | +3.5% | -0.5% |
| 30D | -3.3% | +0.2% | -3.5% | -3.4% |
| 3M | -3.2% | +6.3% | -9.4% | -4.5% |
| 6M | -7.0% | +9.4% | -16.3% | -9.0% |
| YTD | +0.6% | +15.0% | -14.3% | -2.9% |
| 1Y | +2.4% | +55.4% | -53.0% | -7.9% |
| 3Y | +46.3% | +173.8% | -127.6% | +14.3% |
| 5Y | +44.0% | +395.2% | -351.2% | -3.0% |
| All | +135.9% | +294.8% | -158.9% | +54.5% |
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