+34.8%
CAH vs COMP
+25.5%
+9.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.7% | +0.8% |
| 7D | +7.8% | +14.5% | -6.7% | +7.3% |
| 30D | +15.5% | +14.9% | +0.5% | +14.8% |
| 3M | +16.3% | -14.2% | +30.5% | +15.8% |
| 6M | +50.0% | +23.7% | +26.3% | +49.3% |
| YTD | +34.7% | +2.1% | +32.7% | +33.6% |
| All | +34.8% | +25.5% | +9.3% | +32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling