-37.2%
CAG vs CNH
+157.1%
-194.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -2.4% |
| 7D | -5.9% | -2.5% | -3.4% | -5.6% |
| 30D | -1.5% | +27.0% | -28.5% | -4.5% |
| 3M | +11.5% | +32.6% | -21.2% | +7.4% |
| 6M | -15.7% | +23.6% | -39.3% | -18.3% |
| YTD | -10.2% | +47.8% | -58.0% | -14.9% |
| 1Y | -18.1% | +21.3% | -39.3% | -20.7% |
| 3Y | -39.4% | +7.0% | -46.4% | -41.1% |
| 5Y | -42.6% | +10.2% | -52.8% | -45.3% |
| All | -37.2% | +157.1% | -194.3% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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