+554.0%
XYZ vs CAH
+312.3%
+241.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.3% | +1.3% |
| 7D | +12.1% | +8.5% | +3.7% | +9.8% |
| 30D | +12.4% | +17.0% | -4.7% | +7.8% |
| 3M | +8.2% | +14.6% | -6.4% | +4.3% |
| 6M | +20.7% | +42.5% | -21.9% | +9.5% |
| YTD | +31.3% | +33.5% | -2.1% | +20.3% |
| 1Y | +20.5% | +38.5% | -18.0% | +9.2% |
| 3Y | +72.6% | +179.0% | -106.4% | +22.5% |
| 5Y | -64.0% | +507.2% | -571.2% | -80.2% |
| 10Y | +601.8% | +448.9% | +152.9% | +263.0% |
| All | +554.0% | +312.3% | +241.7% | +240.4% |
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