+177.5%
CAH vs CNH
+31.3%
+146.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.3% | +1.0% |
| 7D | +9.4% | +4.5% | +4.9% | +9.3% |
| 30D | +16.5% | +7.6% | +8.9% | +16.3% |
| 3M | +17.0% | +17.0% | 0.0% | +16.7% |
| 6M | +51.4% | +12.9% | +38.5% | +51.1% |
| YTD | +36.0% | +34.3% | +1.7% | +35.4% |
| 1Y | +36.0% | +28.5% | +7.5% | +35.5% |
| 3Y | +177.5% | +31.9% | +145.6% | +191.6% |
| All | +177.5% | +31.3% | +146.2% | +191.6% |
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