+289.9%
CAH vs CPB
-45.5%
+335.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -0.8% |
| 7D | -5.1% | -5.4% | +0.3% | -4.1% |
| 30D | -1.8% | -7.8% | +6.1% | -0.4% |
| 3M | +9.4% | -6.9% | +16.3% | +10.5% |
| 6M | +9.2% | -12.2% | +21.4% | +11.4% |
| YTD | +15.7% | -21.1% | +36.7% | +20.3% |
| 1Y | +59.7% | -33.5% | +93.2% | +72.0% |
| 3Y | +178.5% | -43.2% | +221.6% | +206.0% |
| 5Y | +398.3% | -40.9% | +439.1% | +440.5% |
| All | +289.9% | -45.5% | +335.3% | +332.1% |
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