+215.2%
XLY vs CAH
+294.8%
-79.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | -1.7% | -5.1% | +3.4% | -0.5% |
| 30D | -4.2% | +0.2% | -4.4% | -4.3% |
| 3M | -2.7% | +6.3% | -9.0% | -4.2% |
| 6M | -0.6% | +9.4% | -10.0% | -3.1% |
| YTD | -5.0% | +15.0% | -20.0% | -8.8% |
| 1Y | -4.1% | +55.4% | -59.5% | -15.2% |
| 3Y | +33.6% | +173.8% | -140.2% | 0.0% |
| 5Y | +28.7% | +395.2% | -366.5% | -19.4% |
| All | +215.2% | +294.8% | -79.6% | +91.2% |
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 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