+5.2%
XYZ vs CAH
+61.7%
-56.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -3.7% | -2.2% | -1.5% | -4.0% |
| 30D | +0.5% | +1.2% | -0.7% | +0.8% |
| 3M | +16.3% | +13.1% | +3.2% | +18.8% |
| 6M | +21.1% | +8.5% | +12.7% | +23.0% |
| YTD | +22.0% | +17.6% | +4.4% | +26.9% |
| 1Y | +5.2% | +60.7% | -55.5% | +11.5% |
| All | +5.2% | +61.7% | -56.5% | +11.5% |
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 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