+14,817.8%
CAH vs NI
+5,156.7%
+9,661.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -3.1% |
| 7D | +0.5% | +2.3% | -1.8% | -0.3% |
| 30D | +1.7% | -1.7% | +3.4% | +2.3% |
| 3M | +17.9% | -8.0% | +25.9% | +21.2% |
| 6M | +10.9% | -8.6% | +19.6% | +14.4% |
| YTD | +17.9% | +2.3% | +15.5% | +16.5% |
| 1Y | +61.7% | +6.9% | +54.8% | +57.1% |
| 3Y | +183.7% | +70.6% | +113.2% | +130.4% |
| 5Y | +401.3% | +96.4% | +304.9% | +283.2% |
| 10Y | +293.7% | +136.1% | +157.5% | +173.5% |
| All | +14,817.8% | +5,156.7% | +9,661.2% | +3,296.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling