+641.4%
CAH vs CNH
+42.8%
+598.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.6% | -0.1% |
| 7D | +5.9% | +6.7% | -0.7% | +4.4% |
| 30D | +16.5% | +7.2% | +9.3% | +14.6% |
| 3M | +15.7% | +17.5% | -1.8% | +11.1% |
| 6M | +52.7% | +15.0% | +37.8% | +46.3% |
| YTD | +36.3% | +36.8% | -0.5% | +24.7% |
| 1Y | +36.7% | +27.6% | +9.1% | +26.8% |
| 3Y | +178.2% | +34.3% | +143.8% | +145.6% |
| 5Y | +515.8% | -12.2% | +528.0% | +489.0% |
| 10Y | +411.8% | +113.9% | +298.0% | +267.6% |
| All | +641.4% | +42.8% | +598.5% | +424.9% |
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