+413.1%
CAH vs TPR
+239.8%
+173.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +5.4% | -2.3% | +7.7% | +5.6% |
| 30D | +3.3% | -23.0% | +26.3% | +5.7% |
| 3M | +22.8% | -12.5% | +35.3% | +24.1% |
| 6M | +11.3% | -21.4% | +32.7% | +13.4% |
| YTD | +21.1% | -3.5% | +24.6% | +21.2% |
| 1Y | +67.2% | +17.4% | +49.9% | +64.6% |
| 3Y | +195.6% | +291.3% | -95.6% | +157.8% |
| All | +413.1% | +239.8% | +173.3% | +345.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling