+37.7%
CAH vs CNH
+16.6%
+21.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | +3.5% | +3.0% | +0.4% | +3.4% |
| 30D | +13.5% | -0.6% | +14.1% | +13.4% |
| 3M | +21.8% | +14.6% | +7.2% | +22.2% |
| 6M | +51.5% | +11.8% | +39.8% | +51.8% |
| YTD | +38.1% | +30.4% | +7.7% | +41.2% |
| 1Y | +37.7% | +19.1% | +18.6% | +40.2% |
| All | +37.7% | +16.6% | +21.1% | +40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling