+515.8%
CAH vs CNP
+75.8%
+440.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +5.9% | -0.1% | +6.0% | +5.9% |
| 30D | +16.5% | +5.0% | +11.5% | +14.4% |
| 3M | +15.7% | +2.7% | +13.1% | +14.4% |
| 6M | +52.7% | -1.9% | +54.6% | +53.2% |
| YTD | +36.3% | +8.8% | +27.5% | +31.9% |
| 1Y | +36.7% | +5.6% | +31.1% | +33.6% |
| 3Y | +178.2% | +63.2% | +114.9% | +133.0% |
| 5Y | +515.8% | +73.8% | +442.0% | +402.6% |
| All | +515.8% | +75.8% | +440.0% | +402.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling