+42.2%
CAH vs IP
+8.0%
+34.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.4% |
| 7D | +8.5% | -5.1% | +13.5% | +8.9% |
| 30D | +17.0% | +8.5% | +8.5% | +16.4% |
| 3M | +14.3% | -13.8% | +28.2% | +15.5% |
| 6M | +42.2% | +5.7% | +36.5% | +41.4% |
| All | +42.2% | +8.0% | +34.2% | +41.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling