+15,232.8%
CAH vs CNP
+1,826.3%
+13,406.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | +5.4% | +1.1% | +4.3% | +5.1% |
| 30D | +3.3% | -1.8% | +5.2% | +3.7% |
| 3M | +22.8% | -4.6% | +27.4% | +24.0% |
| 6M | +11.3% | -8.8% | +20.1% | +13.4% |
| YTD | +21.1% | +5.2% | +15.9% | +19.7% |
| 1Y | +67.2% | +8.3% | +58.9% | +64.2% |
| 3Y | +195.6% | +54.9% | +140.7% | +168.1% |
| 5Y | +413.8% | +73.5% | +340.3% | +354.0% |
| 10Y | +309.6% | +139.1% | +170.5% | +231.0% |
| All | +15,232.8% | +1,826.3% | +13,406.4% | +7,209.6% |
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 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