+633.7%
XLU vs CAH
+1,014.1%
-380.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.6% |
| 7D | -1.2% | -5.1% | +3.9% | -0.1% |
| 30D | -2.5% | -1.8% | -0.8% | -2.2% |
| 3M | -2.7% | +9.4% | -12.1% | -4.8% |
| 6M | -7.5% | +9.2% | -16.7% | -9.5% |
| YTD | +0.9% | +15.7% | -14.7% | -2.8% |
| 1Y | +3.3% | +59.7% | -56.4% | -7.8% |
| 3Y | +47.3% | +178.5% | -131.2% | +14.8% |
| 5Y | +44.4% | +398.3% | -353.8% | -2.1% |
| 10Y | +140.8% | +295.7% | -154.8% | +62.8% |
| All | +633.7% | +1,014.1% | -380.4% | +271.2% |
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