+498.6%
CAH vs CPB
-34.3%
+532.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | +3.9% | -5.8% | +9.7% | +4.9% |
| 30D | +16.0% | +16.5% | -0.4% | +13.2% |
| 3M | +19.1% | -1.1% | +20.2% | +18.9% |
| 6M | +53.0% | +11.5% | +41.6% | +49.6% |
| YTD | +36.6% | -15.7% | +52.4% | +39.6% |
| 1Y | +37.4% | -24.7% | +62.1% | +43.3% |
| 3Y | +178.8% | -37.3% | +216.1% | +196.1% |
| 5Y | +498.6% | -35.0% | +533.6% | +517.1% |
| All | +498.6% | -34.3% | +532.9% | +517.1% |
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 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