+67.2%
CAH vs CP
+19.9%
+47.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | +5.4% | -2.7% | +8.1% | +5.3% |
| 30D | +3.3% | +0.2% | +3.2% | +3.3% |
| 3M | +22.8% | +2.6% | +20.2% | +22.8% |
| 6M | +11.3% | +6.0% | +5.3% | +11.1% |
| YTD | +21.1% | +24.9% | -3.8% | +24.2% |
| 1Y | +67.2% | +20.1% | +47.1% | +70.4% |
| All | +67.2% | +19.9% | +47.3% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling