+176.0%
CAH vs COMP
+426.2%
-250.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | +0.3% |
| 7D | +5.9% | +2.2% | +3.7% | +5.9% |
| 30D | +16.5% | +16.3% | +0.2% | +16.6% |
| 3M | +15.7% | -19.1% | +34.9% | +15.3% |
| 6M | +52.7% | +17.1% | +35.6% | +53.2% |
| YTD | +36.3% | -2.9% | +39.2% | +36.4% |
| 1Y | +36.7% | +8.8% | +27.9% | +37.2% |
| All | +176.0% | +426.2% | -250.2% | +217.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling