+804.1%
CAH vs TPR
+7,380.8%
-6,576.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +5.4% | -2.3% | +7.7% | +5.8% |
| 30D | +3.3% | -23.0% | +26.3% | +8.2% |
| 3M | +22.8% | -12.5% | +35.3% | +25.3% |
| 6M | +11.3% | -21.4% | +32.7% | +15.4% |
| YTD | +21.1% | -3.5% | +24.6% | +20.7% |
| 1Y | +67.2% | +17.4% | +49.9% | +59.9% |
| 3Y | +195.6% | +291.3% | -95.6% | +116.4% |
| 5Y | +413.8% | +241.9% | +171.9% | +273.1% |
| 10Y | +309.6% | +322.7% | -13.1% | +158.0% |
| All | +804.1% | +7,380.8% | -6,576.6% | +224.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling