+421.5%
CAH vs FN
+837.6%
-416.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.9% | -10.9% | -0.1% |
| 7D | +7.8% | +16.3% | -8.4% | +6.0% |
| 30D | +15.5% | -24.7% | +40.2% | +17.8% |
| 3M | +16.3% | -34.9% | +51.2% | +19.7% |
| 6M | +50.0% | -41.1% | +91.1% | +54.5% |
| YTD | +34.7% | -19.6% | +54.4% | +32.4% |
| 1Y | +35.9% | -18.5% | +54.5% | +32.9% |
| 3Y | +178.5% | +119.1% | +59.4% | +128.0% |
| 5Y | +515.7% | +206.9% | +308.7% | +358.9% |
| 10Y | +421.5% | +826.4% | -404.9% | +213.8% |
| All | +421.5% | +837.6% | -416.1% | +213.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling