+554.8%
XYZ vs CAH
+320.0%
+234.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -3.6% |
| 7D | +12.6% | +9.4% | +3.2% | +10.0% |
| 30D | +10.8% | +16.5% | -5.7% | +6.4% |
| 3M | +8.4% | +17.0% | -8.6% | +3.9% |
| 6M | +14.3% | +51.4% | -37.1% | +2.1% |
| YTD | +31.5% | +36.0% | -4.5% | +19.9% |
| 1Y | +28.1% | +36.0% | -7.9% | +16.8% |
| 3Y | +66.2% | +177.5% | -111.3% | +18.3% |
| 5Y | -62.3% | +509.2% | -571.5% | -79.3% |
| 10Y | +634.6% | +408.1% | +226.5% | +283.1% |
| All | +554.8% | +320.0% | +234.8% | +239.1% |
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