+411.8%
CAH vs CP
+251.7%
+160.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | +5.9% | -0.7% | +6.6% | +6.1% |
| 30D | +16.5% | +9.6% | +6.9% | +13.2% |
| 3M | +15.7% | +2.2% | +13.5% | +14.7% |
| 6M | +52.7% | +11.1% | +41.6% | +47.2% |
| YTD | +36.3% | +28.2% | +8.1% | +24.7% |
| 1Y | +36.7% | +32.2% | +4.6% | +23.7% |
| 3Y | +178.2% | +35.5% | +142.6% | +142.2% |
| 5Y | +515.8% | +26.8% | +489.0% | +436.7% |
| 10Y | +411.8% | +256.9% | +154.9% | +204.5% |
| All | +411.8% | +251.7% | +160.1% | +204.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling