+15,232.8%
CAH vs CPB
+325.7%
+14,907.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +0.3% |
| 7D | +5.4% | -8.6% | +14.0% | +7.8% |
| 30D | +3.3% | -7.2% | +10.6% | +5.1% |
| 3M | +22.8% | +0.9% | +21.9% | +21.9% |
| 6M | +11.3% | -11.8% | +23.1% | +14.1% |
| YTD | +21.1% | -19.4% | +40.5% | +26.9% |
| 1Y | +67.2% | -30.4% | +97.6% | +81.8% |
| 3Y | +195.6% | -40.2% | +235.8% | +228.8% |
| 5Y | +413.8% | -39.5% | +453.3% | +465.6% |
| 10Y | +309.6% | -47.4% | +357.0% | +351.2% |
| All | +15,232.8% | +325.7% | +14,907.1% | +8,899.1% |
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 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