+17,150.5%
CAH vs CNP
+1,890.9%
+15,259.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.3% |
| 3M | +15.7% | +2.7% | +13.1% | +15.0% |
| 6M | +52.7% | -1.9% | +54.6% | +53.1% |
| YTD | +36.3% | +8.8% | +27.5% | +33.6% |
| 1Y | +36.7% | +5.6% | +31.1% | +34.9% |
| 3Y | +178.2% | +63.2% | +114.9% | +149.4% |
| 5Y | +515.8% | +73.8% | +442.0% | +443.5% |
| 10Y | +411.8% | +144.0% | +267.8% | +311.6% |
| All | +17,150.5% | +1,890.9% | +15,259.5% | +8,058.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling