+515.8%
CAH vs IP
-13.0%
+528.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.6% | +0.4% |
| 7D | +5.9% | -2.8% | +8.7% | +6.2% |
| 30D | +16.5% | +9.2% | +7.3% | +15.6% |
| 3M | +15.7% | -16.1% | +31.9% | +17.5% |
| 6M | +52.7% | +9.6% | +43.1% | +50.9% |
| YTD | +36.3% | -8.8% | +45.1% | +36.2% |
| 1Y | +36.7% | -5.5% | +42.3% | +36.1% |
| 3Y | +178.2% | +19.6% | +158.5% | +151.4% |
| 5Y | +515.8% | -13.5% | +529.2% | +528.2% |
| All | +515.8% | -13.0% | +528.7% | +528.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling