+302.3%
CAH vs COO
+36.7%
+265.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.2% | +6.0% | +1.6% |
| 7D | -2.2% | -9.0% | +6.7% | +0.4% |
| 30D | +1.2% | -16.8% | +18.0% | +6.5% |
| 3M | +13.1% | -7.5% | +20.6% | +15.2% |
| 6M | +8.5% | -16.3% | +24.7% | +13.5% |
| YTD | +17.6% | -22.5% | +40.2% | +25.6% |
| 1Y | +60.7% | -7.0% | +67.6% | +61.9% |
| 3Y | +183.2% | -27.5% | +210.6% | +197.8% |
| 5Y | +402.2% | -43.3% | +445.5% | +472.9% |
| 10Y | +302.3% | +37.6% | +264.7% | +238.5% |
| All | +302.3% | +36.7% | +265.6% | +238.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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