+413.1%
CAH vs FN
+289.0%
+124.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -0.7% |
| 7D | +5.4% | -1.7% | +7.1% | +5.4% |
| 30D | +3.3% | -22.0% | +25.3% | +4.0% |
| 3M | +22.8% | -43.0% | +65.8% | +24.9% |
| 6M | +11.3% | -27.7% | +39.0% | +11.5% |
| YTD | +21.1% | -10.5% | +31.7% | +20.1% |
| 1Y | +67.2% | +12.5% | +54.7% | +64.2% |
| 3Y | +195.6% | +153.8% | +41.8% | +174.2% |
| All | +413.1% | +289.0% | +124.0% | +342.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling