+36.0%
CAH vs CP
+32.8%
+3.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +9.4% | +2.8% | +6.6% | +9.3% |
| 30D | +16.5% | +11.0% | +5.5% | +16.3% |
| 3M | +17.0% | +3.8% | +13.1% | +16.7% |
| 6M | +51.4% | +9.5% | +41.9% | +51.4% |
| YTD | +36.0% | +28.2% | +7.8% | +38.5% |
| 1Y | +36.0% | +33.0% | +3.1% | +39.3% |
| All | +36.0% | +32.8% | +3.2% | +39.3% |
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 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