+515.7%
CAH vs CP
+27.1%
+488.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.6% |
| 7D | +7.8% | +2.8% | +5.1% | +7.4% |
| 30D | +15.5% | +11.3% | +4.1% | +13.5% |
| 3M | +16.3% | +2.9% | +13.4% | +15.7% |
| 6M | +50.0% | +9.8% | +40.3% | +47.6% |
| YTD | +34.7% | +28.5% | +6.2% | +28.8% |
| 1Y | +35.9% | +33.5% | +2.4% | +29.0% |
| 3Y | +178.5% | +31.9% | +146.6% | +159.1% |
| 5Y | +515.7% | +25.5% | +490.2% | +471.0% |
| All | +515.7% | +27.1% | +488.6% | +471.0% |
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