+394.0%
CAH vs NI
+96.9%
+297.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | +0.2% | -1.4% | +1.6% | +0.6% |
| 3M | +6.3% | -10.6% | +16.9% | +10.1% |
| 6M | +9.4% | -9.3% | +18.7% | +12.8% |
| YTD | +15.0% | +1.1% | +13.8% | +14.3% |
| 1Y | +55.4% | +3.4% | +52.1% | +53.3% |
| 3Y | +173.8% | +67.9% | +105.9% | +130.1% |
| All | +394.0% | +96.9% | +297.1% | +269.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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