+4,492.0%
COP vs CAH
+15,076.3%
-10,584.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | +3.0% | +5.4% | -2.4% | +1.7% |
| 30D | +17.5% | +3.3% | +14.2% | +16.5% |
| 3M | +13.4% | +22.8% | -9.4% | +7.3% |
| 6M | +17.7% | +11.3% | +6.5% | +14.0% |
| YTD | +46.6% | +21.1% | +25.4% | +38.4% |
| 1Y | +44.6% | +67.2% | -22.6% | +24.9% |
| 3Y | +20.7% | +195.6% | -174.9% | -11.3% |
| 5Y | +185.0% | +413.8% | -228.8% | +80.4% |
| 10Y | +347.0% | +309.6% | +37.4% | +188.1% |
| All | +4,492.0% | +15,076.3% | -10,584.4% | +1,718.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling