-41.2%
CAG vs CNH
+12.3%
-53.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.2% |
| 7D | -6.6% | +1.8% | -8.4% | -6.8% |
| 30D | +2.3% | +32.6% | -30.3% | -1.0% |
| 3M | +16.3% | +29.4% | -13.1% | +12.7% |
| 6M | -16.0% | +26.0% | -42.0% | -18.6% |
| YTD | -7.7% | +52.2% | -59.9% | -12.4% |
| 1Y | -16.0% | +23.9% | -39.9% | -18.7% |
| 3Y | -37.7% | +10.1% | -47.8% | -39.4% |
| 5Y | -41.2% | +13.2% | -54.4% | -44.1% |
| All | -41.2% | +12.3% | -53.5% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling