+558.9%
CAH vs CNH
+64.7%
+494.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -1.4% |
| 7D | +5.4% | +23.3% | -17.9% | +0.9% |
| 30D | +3.3% | +33.5% | -30.1% | -2.9% |
| 3M | +22.8% | +32.7% | -9.9% | +15.0% |
| 6M | +11.3% | +22.2% | -10.9% | +5.5% |
| YTD | +21.1% | +57.7% | -36.6% | +8.2% |
| 1Y | +67.2% | +28.0% | +39.3% | +55.8% |
| 3Y | +195.6% | +11.5% | +184.1% | +176.5% |
| 5Y | +413.8% | +11.9% | +402.0% | +365.9% |
| 10Y | +309.6% | +162.8% | +146.8% | +184.2% |
| All | +558.9% | +64.7% | +494.3% | +355.4% |
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 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