+411.5%
CAH vs ROP
+185.2%
+226.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +0.9% |
| 7D | +3.5% | +0.7% | +2.7% | +3.2% |
| 30D | +13.5% | +28.8% | -15.3% | +2.8% |
| 3M | +21.8% | +21.1% | +0.8% | +12.8% |
| 6M | +51.5% | +52.5% | -1.0% | +27.5% |
| YTD | +38.1% | +8.9% | +29.2% | +32.0% |
| 1Y | +37.7% | +8.2% | +29.5% | +31.9% |
| 3Y | +179.6% | -5.2% | +184.8% | +179.4% |
| 5Y | +504.9% | +1.7% | +503.2% | +476.5% |
| All | +411.5% | +185.2% | +226.3% | +225.8% |
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