+413.1%
CAH vs COMP
-31.2%
+444.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | +5.4% | +1.4% | +4.0% | +5.4% |
| 30D | +3.3% | -13.3% | +16.7% | +3.5% |
| 3M | +22.8% | +41.1% | -18.3% | +22.4% |
| 6M | +11.3% | +17.2% | -5.9% | +11.0% |
| YTD | +21.1% | +5.2% | +15.9% | +20.9% |
| 1Y | +67.2% | +18.9% | +48.3% | +66.7% |
| 3Y | +195.6% | +215.9% | -20.3% | +189.9% |
| All | +413.1% | -31.2% | +444.3% | +431.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling