+17,193.4%
CAH vs CNP
+1,888.5%
+15,304.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | +3.9% | +2.5% | +1.4% | +3.3% |
| 30D | +16.0% | +4.0% | +12.0% | +15.0% |
| 3M | +19.1% | +1.6% | +17.4% | +18.5% |
| 6M | +53.0% | -1.7% | +54.7% | +53.3% |
| YTD | +36.6% | +8.6% | +28.0% | +34.0% |
| 1Y | +37.4% | +5.8% | +31.6% | +35.5% |
| 3Y | +178.8% | +63.0% | +115.8% | +150.1% |
| 5Y | +498.6% | +74.7% | +423.9% | +427.8% |
| 10Y | +413.1% | +143.7% | +269.4% | +312.8% |
| All | +17,193.4% | +1,888.5% | +15,304.9% | +8,081.4% |
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 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