+35.0%
CAH vs ROP
+10.4%
+24.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.9% | -0.4% | +3.2% |
| 7D | +7.0% | +11.7% | -4.7% | +6.1% |
| 30D | +12.4% | +35.5% | -23.1% | +9.7% |
| 3M | +12.2% | +25.6% | -13.5% | +9.7% |
| 6M | +33.2% | +39.3% | -6.1% | +29.2% |
| YTD | +28.4% | +11.6% | +16.7% | +23.6% |
| 1Y | +35.0% | +10.6% | +24.4% | +30.0% |
| All | +35.0% | +10.4% | +24.6% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling