+401.3%
CAH vs CP
+34.0%
+367.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | +0.5% | +2.4% | -2.0% | +0.1% |
| 30D | +1.7% | -0.5% | +2.3% | +1.8% |
| 3M | +17.9% | +1.4% | +16.4% | +17.5% |
| 6M | +10.9% | +10.3% | +0.6% | +8.9% |
| YTD | +17.9% | +24.3% | -6.4% | +13.1% |
| 1Y | +61.7% | +20.4% | +41.2% | +55.9% |
| 3Y | +183.7% | +21.8% | +162.0% | +168.2% |
| 5Y | +401.3% | +31.5% | +369.8% | +349.6% |
| All | +401.3% | +34.0% | +367.3% | +349.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling