+1.2%
CAG vs CNH
+36.2%
-35.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -3.3% | +3.0% | -6.4% | -3.8% |
| 30D | +7.7% | -0.6% | +8.2% | +7.6% |
| 3M | -3.2% | +14.6% | -17.8% | -5.1% |
| 6M | +7.0% | +11.8% | -4.8% | +4.8% |
| YTD | -9.0% | +30.4% | -39.4% | -12.7% |
| 1Y | -9.6% | +19.1% | -28.7% | -12.4% |
| 3Y | -36.0% | +30.2% | -66.2% | -39.5% |
| 5Y | -40.9% | -17.8% | -23.0% | -41.6% |
| 10Y | -37.3% | +103.9% | -141.2% | -47.5% |
| All | +1.2% | +36.2% | -35.0% | -12.8% |
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