+509.2%
CAH vs CNH
-9.2%
+518.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.3% | +1.3% |
| 7D | +9.4% | +4.5% | +4.9% | +8.9% |
| 30D | +16.5% | +7.6% | +8.9% | +15.6% |
| 3M | +17.0% | +17.0% | 0.0% | +15.0% |
| 6M | +51.4% | +12.9% | +38.5% | +48.9% |
| YTD | +36.0% | +34.3% | +1.7% | +30.8% |
| 1Y | +36.0% | +28.5% | +7.5% | +31.3% |
| 3Y | +177.5% | +31.9% | +145.6% | +159.4% |
| 5Y | +509.2% | -9.6% | +518.8% | +494.5% |
| All | +509.2% | -9.2% | +518.4% | +494.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling