+15,232.8%
CAH vs CP
+7,669.4%
+7,563.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | +5.4% | -2.7% | +8.1% | +6.1% |
| 30D | +3.3% | +0.2% | +3.2% | +3.2% |
| 3M | +22.8% | +2.6% | +20.2% | +21.8% |
| 6M | +11.3% | +6.0% | +5.3% | +9.2% |
| YTD | +21.1% | +24.9% | -3.8% | +13.6% |
| 1Y | +67.2% | +20.1% | +47.1% | +58.1% |
| 3Y | +195.6% | +16.4% | +179.2% | +177.5% |
| 5Y | +413.8% | +31.7% | +382.1% | +360.6% |
| 10Y | +309.6% | +223.9% | +85.7% | +185.9% |
| All | +15,232.8% | +7,669.4% | +7,563.4% | +4,788.2% |
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