+32.6%
XYZ vs CAH
+37.8%
-5.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +3.5% |
| 7D | +14.9% | +7.8% | +7.0% | +14.3% |
| 30D | +14.7% | +15.5% | -0.8% | +14.4% |
| 3M | +12.1% | +16.3% | -4.2% | +12.0% |
| 6M | +18.3% | +50.0% | -31.7% | +23.2% |
| YTD | +36.1% | +34.7% | +1.3% | +42.4% |
| All | +32.6% | +37.8% | -5.2% | +39.0% |
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