+60.7%
COP vs CAH
+38.5%
+22.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.6% | -8.7% | -4.9% |
| 7D | -8.1% | +7.0% | -15.1% | -7.7% |
| 30D | +6.7% | +12.4% | -5.7% | +7.3% |
| 3M | +16.9% | +12.2% | +4.7% | +17.6% |
| 6M | +11.2% | +33.2% | -22.0% | +12.9% |
| YTD | +49.5% | +28.4% | +21.1% | +51.9% |
| 1Y | +60.7% | +35.0% | +25.6% | +65.9% |
| All | +60.7% | +38.5% | +22.2% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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