+533.2%
XYZ vs CAH
+274.2%
+259.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.6% |
| 7D | -1.0% | +5.4% | -6.4% | -2.3% |
| 30D | -1.7% | +3.3% | -5.0% | -2.6% |
| 3M | +16.7% | +22.8% | -6.0% | +10.3% |
| 6M | +26.9% | +11.3% | +15.6% | +22.7% |
| YTD | +27.1% | +21.1% | +6.0% | +19.6% |
| 1Y | +9.3% | +67.2% | -58.0% | -7.4% |
| 3Y | +42.3% | +195.6% | -153.4% | -1.6% |
| 5Y | -69.3% | +413.8% | -483.2% | -82.3% |
| 10Y | +586.8% | +309.6% | +277.2% | +276.3% |
| All | +533.2% | +274.2% | +259.0% | +238.2% |
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