+402.0%
CAH vs COMP
-52.0%
+453.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.7% | -9.3% | +1.3% |
| 7D | +8.5% | +13.4% | -5.0% | +8.3% |
| 30D | +17.0% | +11.1% | +5.9% | +16.8% |
| 3M | +14.3% | -18.8% | +33.2% | +14.5% |
| 6M | +42.2% | +10.5% | +31.7% | +41.9% |
| YTD | +33.2% | -3.4% | +36.6% | +32.9% |
| 1Y | +38.2% | +19.7% | +18.5% | +37.6% |
| 3Y | +178.4% | +381.6% | -203.3% | +169.9% |
| 5Y | +505.8% | -17.6% | +523.4% | +514.4% |
| All | +402.0% | -52.0% | +453.9% | +429.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling