+302.3%
CAH vs CP
+224.3%
+78.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | -2.2% | +0.6% | -2.8% | -2.4% |
| 30D | +1.2% | -0.5% | +1.7% | +1.2% |
| 3M | +13.1% | +0.1% | +13.0% | +12.8% |
| 6M | +8.5% | +7.8% | +0.7% | +5.4% |
| YTD | +17.6% | +22.9% | -5.2% | +9.1% |
| 1Y | +60.7% | +21.3% | +39.3% | +49.2% |
| 3Y | +183.2% | +20.4% | +162.8% | +157.0% |
| 5Y | +402.2% | +34.9% | +367.3% | +323.1% |
| 10Y | +302.3% | +233.3% | +69.0% | +127.3% |
| All | +302.3% | +224.3% | +78.0% | +127.3% |
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