+442.0%
CAH vs FN
+753.0%
-311.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +11.7% | -10.2% | +0.5% |
| 7D | +8.5% | 0.0% | +8.5% | +8.1% |
| 30D | +17.0% | -34.3% | +51.3% | +20.8% |
| 3M | +14.6% | -39.9% | +54.5% | +18.7% |
| 6M | +42.5% | -51.8% | +94.4% | +49.6% |
| YTD | +33.5% | -28.1% | +61.6% | +32.5% |
| 1Y | +38.5% | -29.1% | +67.6% | +37.3% |
| 3Y | +179.0% | +102.4% | +76.6% | +129.8% |
| 5Y | +507.2% | +171.7% | +335.5% | +359.4% |
| All | +442.0% | +753.0% | -311.0% | +234.7% |
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