+35.0%
CAH vs TPR
+20.9%
+14.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.5% | 0.0% | +2.9% |
| 7D | +7.0% | +12.6% | -5.6% | +4.6% |
| 30D | +12.4% | +7.1% | +5.2% | +10.8% |
| 3M | +12.2% | -19.4% | +31.5% | +15.6% |
| 6M | +33.2% | -9.7% | +42.9% | +34.2% |
| YTD | +28.4% | -1.0% | +29.4% | +26.8% |
| 1Y | +35.0% | +19.3% | +15.7% | +32.7% |
| All | +35.0% | +20.9% | +14.2% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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