+183.7%
CAH vs CNH
+7.5%
+176.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.6% | +2.8% | -2.6% |
| 7D | +0.5% | +8.8% | -8.3% | +0.3% |
| 30D | +1.7% | +24.7% | -22.9% | +1.4% |
| 3M | +17.9% | +27.3% | -9.5% | +17.4% |
| 6M | +10.9% | +23.2% | -12.2% | +10.6% |
| YTD | +17.9% | +48.9% | -31.1% | +17.1% |
| 1Y | +61.7% | +19.4% | +42.3% | +61.8% |
| 3Y | +183.7% | +7.8% | +176.0% | +191.4% |
| All | +183.7% | +7.5% | +176.2% | +191.4% |
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