+344.3%
CAH vs COMP
-49.4%
+393.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | -2.7% |
| 7D | +0.5% | +4.1% | -3.6% | +0.4% |
| 30D | +1.7% | -14.5% | +16.3% | +1.9% |
| 3M | +17.9% | +41.8% | -24.0% | +17.4% |
| 6M | +10.9% | +23.6% | -12.6% | +10.6% |
| YTD | +17.9% | +1.7% | +16.2% | +17.7% |
| 1Y | +61.7% | +12.6% | +49.1% | +61.2% |
| 3Y | +183.7% | +221.9% | -38.1% | +177.7% |
| 5Y | +401.3% | -28.1% | +429.5% | +411.5% |
| All | +344.3% | -49.4% | +393.7% | +368.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling