+35.0%
CAH vs SN
+156.5%
-121.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.1% | -0.6% | +3.2% |
| 7D | +7.0% | +10.6% | -3.6% | +6.2% |
| 30D | +12.4% | +20.0% | -7.7% | +11.0% |
| 3M | +12.2% | +30.4% | -18.2% | +9.9% |
| 6M | +33.2% | +91.0% | -57.8% | +27.5% |
| YTD | +28.4% | +95.9% | -67.6% | +22.8% |
| 1Y | +35.0% | +158.9% | -123.8% | +31.3% |
| All | +35.0% | +156.5% | -121.4% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling