+16,513.1%
CAH vs IP
+327.4%
+16,185.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.0% | +6.2% | +3.1% |
| 7D | +6.7% | -5.0% | +11.6% | +7.8% |
| 30D | +14.7% | +6.5% | +8.2% | +13.0% |
| 3M | +12.0% | -18.0% | +30.0% | +16.6% |
| 6M | +36.2% | +10.3% | +25.9% | +31.8% |
| YTD | +31.3% | -9.9% | +41.1% | +31.6% |
| 1Y | +37.1% | -1.1% | +38.1% | +34.3% |
| 3Y | +178.3% | +13.0% | +165.3% | +154.2% |
| 5Y | +497.1% | -12.3% | +509.4% | +472.4% |
| 10Y | +439.8% | +26.8% | +413.0% | +364.7% |
| All | +16,513.1% | +327.4% | +16,185.7% | +9,242.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling