+515.8%
CAH vs COO
-41.3%
+557.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | +5.9% | -2.3% | +8.2% | +6.3% |
| 30D | +16.5% | +13.3% | +3.3% | +14.2% |
| 3M | +15.7% | -18.1% | +33.8% | +19.1% |
| 6M | +52.7% | +6.7% | +46.0% | +50.5% |
| YTD | +36.3% | -23.2% | +59.5% | +41.1% |
| 1Y | +36.7% | -12.3% | +49.0% | +38.5% |
| 3Y | +178.2% | -23.6% | +201.7% | +182.8% |
| 5Y | +515.8% | -38.7% | +554.5% | +576.0% |
| All | +515.8% | -41.3% | +557.1% | +576.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling