+15,232.8%
CAH vs IP
+364.8%
+14,868.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.1% |
| 7D | +5.4% | -5.3% | +10.7% | +6.6% |
| 30D | +3.3% | -10.9% | +14.2% | +5.9% |
| 3M | +22.8% | +11.2% | +11.6% | +19.2% |
| 6M | +11.3% | -10.2% | +21.5% | +12.6% |
| YTD | +21.1% | -2.0% | +23.1% | +19.5% |
| 1Y | +67.2% | -19.1% | +86.3% | +70.9% |
| 3Y | +195.6% | +20.9% | +174.8% | +166.5% |
| 5Y | +413.8% | -17.8% | +431.7% | +402.3% |
| 10Y | +309.6% | +23.5% | +286.1% | +254.8% |
| All | +15,232.8% | +364.8% | +14,868.0% | +8,384.3% |
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