+190.1%
COP vs CAH
+401.5%
-211.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.1% |
| 7D | -0.8% | +0.5% | -1.3% | -1.0% |
| 30D | +15.6% | +1.7% | +13.9% | +15.1% |
| 3M | +14.3% | +17.9% | -3.5% | +10.2% |
| 6M | +17.0% | +10.9% | +6.0% | +14.0% |
| YTD | +47.4% | +17.9% | +29.6% | +41.1% |
| 1Y | +52.4% | +61.7% | -9.3% | +33.0% |
| 3Y | +20.8% | +183.7% | -162.9% | -14.7% |
| All | +190.1% | +401.5% | -211.4% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling