+6,937.5%
CAH vs ROP
+25,523.2%
-18,585.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | +0.1% |
| 7D | +5.4% | -4.4% | +9.8% | +6.3% |
| 30D | +3.3% | +3.2% | +0.1% | +2.6% |
| 3M | +22.8% | +23.1% | -0.3% | +17.6% |
| 6M | +11.3% | +13.3% | -2.0% | +8.1% |
| YTD | +21.1% | -7.9% | +29.0% | +22.2% |
| 1Y | +67.2% | -22.1% | +89.3% | +74.2% |
| 3Y | +195.6% | -16.8% | +212.4% | +203.0% |
| 5Y | +413.8% | -13.5% | +427.4% | +419.5% |
| 10Y | +309.6% | +137.7% | +171.9% | +243.6% |
| All | +6,937.5% | +25,523.2% | -18,585.7% | +3,605.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling