+287.5%
CAH vs ROP
+135.6%
+151.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -5.1% | -4.6% | -0.5% | -3.4% |
| 30D | +0.2% | -1.7% | +1.9% | +0.7% |
| 3M | +6.3% | +17.1% | -10.8% | -0.6% |
| 6M | +9.4% | +10.9% | -1.5% | +4.1% |
| YTD | +15.0% | -12.1% | +27.1% | +19.6% |
| 1Y | +55.4% | -24.2% | +79.7% | +72.0% |
| 3Y | +173.8% | -20.4% | +194.2% | +192.4% |
| 5Y | +395.2% | -15.4% | +410.6% | +405.3% |
| All | +287.5% | +135.6% | +151.8% | +131.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling