+516.7%
CAH vs FN
+169.4%
+347.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.3% | +8.4% | +1.2% |
| 7D | +3.5% | +0.3% | +3.2% | +3.4% |
| 30D | +13.5% | -16.5% | +30.0% | +13.8% |
| 3M | +21.8% | -42.1% | +63.9% | +23.3% |
| 6M | +51.5% | -52.9% | +104.4% | +54.1% |
| YTD | +38.1% | -28.0% | +66.0% | +37.4% |
| 1Y | +37.7% | -18.5% | +56.2% | +36.4% |
| 3Y | +179.6% | +93.9% | +85.7% | +163.1% |
| All | +516.7% | +169.4% | +347.3% | +444.6% |
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