+38.5%
CAH vs FN
-33.3%
+71.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +11.7% | -10.2% | +1.4% |
| 7D | +8.5% | 0.0% | +8.5% | +8.4% |
| 30D | +17.0% | -34.3% | +51.3% | +18.0% |
| 3M | +14.6% | -39.9% | +54.5% | +15.6% |
| 6M | +42.5% | -51.8% | +94.4% | +45.1% |
| YTD | +33.5% | -28.1% | +61.6% | +28.3% |
| 1Y | +38.5% | -29.1% | +67.6% | +33.3% |
| All | +38.5% | -33.3% | +71.9% | +33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling