+442.0%
CAH vs IP
+26.3%
+415.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.2% |
| 7D | +8.5% | -5.1% | +13.5% | +9.9% |
| 30D | +17.0% | +8.5% | +8.5% | +14.4% |
| 3M | +14.6% | -13.8% | +28.4% | +18.8% |
| 6M | +42.5% | +5.7% | +36.8% | +38.4% |
| YTD | +33.5% | -9.1% | +42.6% | +33.4% |
| 1Y | +38.5% | -0.8% | +39.4% | +34.5% |
| 3Y | +179.0% | +14.8% | +164.2% | +135.2% |
| 5Y | +507.2% | -11.5% | +518.7% | +460.4% |
| All | +442.0% | +26.3% | +415.8% | +260.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling