+176.7%
CAH vs CPB
-37.1%
+213.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | +3.9% | -5.8% | +9.7% | +4.5% |
| 30D | +16.0% | +16.5% | -0.4% | +14.4% |
| 3M | +19.1% | -1.1% | +20.2% | +18.9% |
| 6M | +53.0% | +11.5% | +41.6% | +51.2% |
| YTD | +36.6% | -15.7% | +52.4% | +37.9% |
| 1Y | +37.4% | -24.7% | +62.1% | +40.2% |
| All | +176.7% | -37.1% | +213.7% | +191.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling