-37.1%
CAG vs CNH
+7.5%
-44.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.6% | +4.1% | -0.8% |
| 7D | -5.3% | +8.8% | -14.1% | -6.2% |
| 30D | +1.0% | +24.7% | -23.7% | -1.6% |
| 3M | +17.4% | +27.3% | -10.0% | +13.9% |
| 6M | -16.8% | +23.2% | -40.0% | -19.2% |
| YTD | -6.8% | +48.9% | -55.7% | -11.3% |
| 1Y | -15.4% | +19.4% | -34.8% | -17.7% |
| 3Y | -37.1% | +7.8% | -44.8% | -37.9% |
| All | -37.1% | +7.5% | -44.6% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling