+180.2%
CAH vs ROP
-18.8%
+198.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | -2.2% | -6.1% | +3.9% | -1.1% |
| 30D | +1.2% | -3.4% | +4.5% | +1.7% |
| 3M | +13.1% | +16.7% | -3.6% | +9.7% |
| 6M | +8.5% | +8.1% | +0.4% | +6.6% |
| YTD | +17.6% | -11.7% | +29.3% | +21.6% |
| 1Y | +60.7% | -24.2% | +84.9% | +74.4% |
| All | +180.2% | -18.8% | +198.9% | +193.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling