+336.7%
COP vs CAH
+418.0%
-81.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.2% |
| 7D | +4.4% | +3.5% | +1.0% | +3.2% |
| 30D | 0.0% | +13.5% | -13.5% | -4.6% |
| 3M | +15.0% | +21.8% | -6.8% | +6.9% |
| 6M | +22.0% | +51.5% | -29.5% | +4.4% |
| YTD | +55.3% | +38.1% | +17.3% | +36.1% |
| 1Y | +64.1% | +37.7% | +26.4% | +43.8% |
| 3Y | +34.1% | +179.6% | -145.5% | -14.1% |
| 5Y | +133.4% | +504.9% | -371.6% | +4.2% |
| All | +336.7% | +418.0% | -81.3% | +82.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling