+296.4%
CAH vs CNP
+141.0%
+155.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | -2.2% | +0.7% | -2.9% | -2.5% |
| 30D | +1.2% | -0.1% | +1.2% | +1.1% |
| 3M | +13.1% | -5.6% | +18.7% | +15.3% |
| 6M | +8.5% | -7.5% | +16.0% | +11.3% |
| YTD | +17.6% | +5.5% | +12.1% | +15.1% |
| 1Y | +60.7% | +8.3% | +52.3% | +55.6% |
| 3Y | +183.2% | +51.8% | +131.4% | +140.7% |
| 5Y | +402.2% | +69.9% | +332.3% | +306.3% |
| All | +296.4% | +141.0% | +155.4% | +182.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling