+411.5%
CAH vs CP
+257.3%
+154.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.2% |
| 7D | +3.5% | +2.1% | +1.3% | +2.8% |
| 30D | +13.5% | +9.3% | +4.1% | +10.3% |
| 3M | +21.8% | +0.5% | +21.4% | +21.4% |
| 6M | +51.5% | +10.4% | +41.1% | +46.4% |
| YTD | +38.1% | +28.7% | +9.4% | +26.2% |
| 1Y | +37.7% | +33.2% | +4.5% | +24.3% |
| 3Y | +179.6% | +38.4% | +141.2% | +141.6% |
| 5Y | +504.9% | +26.2% | +478.8% | +428.5% |
| All | +411.5% | +257.3% | +154.2% | +203.4% |
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 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