+401.3%
CAH vs CPB
-38.5%
+439.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.5% | -3.0% |
| 7D | +0.5% | -8.2% | +8.7% | +1.9% |
| 30D | +1.7% | -5.6% | +7.3% | +2.6% |
| 3M | +17.9% | +3.0% | +14.9% | +16.8% |
| 6M | +10.9% | -12.7% | +23.6% | +13.1% |
| YTD | +17.9% | -18.0% | +35.8% | +21.3% |
| 1Y | +61.7% | -31.7% | +93.4% | +72.6% |
| 3Y | +183.7% | -41.0% | +224.7% | +207.5% |
| 5Y | +401.3% | -38.4% | +439.7% | +412.5% |
| All | +401.3% | -38.5% | +439.9% | +412.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling