+411.5%
CAH vs TPR
+364.3%
+47.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | +3.5% | -0.3% | +3.7% | +3.5% |
| 30D | +13.5% | +15.1% | -1.6% | +10.6% |
| 3M | +21.8% | +3.5% | +18.3% | +20.9% |
| 6M | +51.5% | +0.4% | +51.1% | +50.4% |
| YTD | +38.1% | +4.6% | +33.5% | +35.5% |
| 1Y | +37.7% | +33.1% | +4.6% | +29.4% |
| 3Y | +179.6% | +396.0% | -216.4% | +96.5% |
| 5Y | +504.9% | +230.3% | +274.7% | +348.1% |
| All | +411.5% | +364.3% | +47.3% | +200.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling