+5.1%
CAG vs CNH
+64.7%
-59.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -4.9% | -1.4% |
| 7D | -3.8% | +23.3% | -27.1% | -6.3% |
| 30D | +3.1% | +33.5% | -30.3% | -0.6% |
| 3M | +23.5% | +32.7% | -9.2% | +18.8% |
| 6M | -14.8% | +22.2% | -37.0% | -17.4% |
| YTD | -5.4% | +57.7% | -63.1% | -11.2% |
| 1Y | -11.8% | +28.0% | -39.8% | -15.2% |
| 3Y | -36.7% | +11.5% | -48.2% | -38.8% |
| 5Y | -40.3% | +11.9% | -52.1% | -43.2% |
| 10Y | -37.0% | +162.8% | -199.8% | -48.8% |
| All | +5.1% | +64.7% | -59.6% | -11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling