+174.8%
CAH vs SN
+476.8%
-302.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | -0.1% |
| 7D | -2.2% | -3.4% | +1.2% | -2.2% |
| 30D | +1.2% | -9.1% | +10.3% | +1.3% |
| 3M | +13.1% | +31.8% | -18.7% | +12.5% |
| 6M | +8.5% | +52.0% | -43.6% | +7.6% |
| YTD | +17.6% | +51.3% | -33.7% | +16.7% |
| 1Y | +60.7% | +46.9% | +13.8% | +60.1% |
| 3Y | +183.2% | +394.9% | -211.8% | +176.8% |
| All | +174.8% | +476.8% | -302.0% | +168.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling