+516.7%
CAH vs IP
-13.5%
+530.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.4% | +0.9% |
| 7D | +3.5% | -0.3% | +3.7% | +3.5% |
| 30D | +13.5% | +7.9% | +5.5% | +12.7% |
| 3M | +21.8% | -15.3% | +37.2% | +23.5% |
| 6M | +51.5% | +10.5% | +41.0% | +49.6% |
| YTD | +38.1% | -9.4% | +47.5% | +38.1% |
| 1Y | +37.7% | -4.6% | +42.3% | +37.0% |
| 3Y | +179.6% | +21.2% | +158.4% | +151.3% |
| All | +516.7% | -13.5% | +530.2% | +531.4% |
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 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