+1,096.2%
CAH vs FN
+2,887.5%
-1,791.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +11.7% | -10.2% | +0.4% |
| 7D | +8.5% | 0.0% | +8.5% | +8.1% |
| 30D | +17.0% | -34.3% | +51.3% | +21.0% |
| 3M | +14.6% | -39.9% | +54.5% | +18.9% |
| 6M | +42.5% | -51.8% | +94.4% | +49.7% |
| YTD | +33.5% | -28.1% | +61.6% | +33.0% |
| 1Y | +38.5% | -29.1% | +67.6% | +37.7% |
| 3Y | +179.0% | +102.4% | +76.6% | +136.2% |
| 5Y | +507.2% | +171.7% | +335.5% | +382.4% |
| 10Y | +448.9% | +773.5% | -324.6% | +267.2% |
| All | +1,096.2% | +2,887.5% | -1,791.3% | +595.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling