+17,193.4%
CAH vs CPB
+345.1%
+16,848.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | +3.9% | -5.8% | +9.7% | +5.5% |
| 30D | +16.0% | +16.5% | -0.4% | +11.2% |
| 3M | +19.1% | -1.1% | +20.2% | +18.8% |
| 6M | +53.0% | +11.5% | +41.6% | +47.4% |
| YTD | +36.6% | -15.7% | +52.4% | +41.0% |
| 1Y | +37.4% | -24.7% | +62.1% | +46.0% |
| 3Y | +178.8% | -37.3% | +216.1% | +205.9% |
| 5Y | +498.6% | -35.0% | +533.6% | +544.2% |
| 10Y | +413.1% | -41.0% | +454.1% | +446.6% |
| All | +17,193.4% | +345.1% | +16,848.3% | +9,901.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling