+17,109.4%
CAH vs CP
+7,872.5%
+9,236.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +9.4% | +2.8% | +6.6% | +8.6% |
| 30D | +16.5% | +11.0% | +5.5% | +13.4% |
| 3M | +17.0% | +3.8% | +13.1% | +15.6% |
| 6M | +51.4% | +9.5% | +41.9% | +47.5% |
| YTD | +36.0% | +28.2% | +7.8% | +26.5% |
| 1Y | +36.0% | +33.0% | +3.1% | +25.3% |
| 3Y | +177.5% | +35.5% | +141.9% | +150.2% |
| 5Y | +509.2% | +25.8% | +483.4% | +453.0% |
| 10Y | +408.1% | +250.7% | +157.4% | +247.5% |
| All | +17,109.4% | +7,872.5% | +9,236.9% | +5,345.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling