+37.7%
CAH vs CNP
+6.8%
+30.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | +3.5% | +1.3% | +2.1% | +3.1% |
| 30D | +13.5% | +3.8% | +9.7% | +11.9% |
| 3M | +21.8% | +2.4% | +19.5% | +20.6% |
| 6M | +51.5% | -1.2% | +52.7% | +51.8% |
| YTD | +38.1% | +9.3% | +28.8% | +36.0% |
| 1Y | +37.7% | +6.4% | +31.3% | +36.4% |
| All | +37.7% | +6.8% | +30.9% | +36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling