+404.9%
CAH vs CPB
-40.1%
+445.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.5% | +0.5% |
| 7D | +5.9% | -4.1% | +10.0% | +6.8% |
| 30D | +16.5% | +16.9% | -0.4% | +12.8% |
| 3M | +15.7% | -0.6% | +16.3% | +15.5% |
| 6M | +52.7% | +11.4% | +41.3% | +48.5% |
| YTD | +36.3% | -14.8% | +51.1% | +39.5% |
| 1Y | +36.7% | -24.8% | +61.5% | +43.7% |
| 3Y | +178.2% | -36.6% | +214.8% | +199.1% |
| 5Y | +515.8% | -33.3% | +549.1% | +551.0% |
| All | +404.9% | -40.1% | +445.0% | +429.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling