+408.1%
CAH vs CP
+255.2%
+152.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +9.4% | +2.8% | +6.6% | +8.5% |
| 30D | +16.5% | +11.0% | +5.5% | +12.7% |
| 3M | +17.0% | +3.8% | +13.1% | +15.4% |
| 6M | +51.4% | +9.5% | +41.9% | +46.6% |
| YTD | +36.0% | +28.2% | +7.8% | +24.4% |
| 1Y | +36.0% | +33.0% | +3.1% | +22.8% |
| 3Y | +177.5% | +35.5% | +141.9% | +141.6% |
| 5Y | +509.2% | +25.8% | +483.4% | +432.8% |
| 10Y | +408.1% | +250.7% | +157.4% | +200.5% |
| All | +408.1% | +255.2% | +152.9% | +200.5% |
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