+222.6%
CAH vs SN
+671.3%
-448.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.8% | +1.0% |
| 7D | +3.5% | +1.5% | +1.9% | +3.4% |
| 30D | +13.5% | +21.5% | -8.0% | +13.0% |
| 3M | +21.8% | +20.0% | +1.8% | +21.3% |
| 6M | +51.5% | +119.9% | -68.4% | +49.4% |
| YTD | +38.1% | +102.3% | -64.2% | +36.2% |
| 1Y | +37.7% | +148.0% | -110.3% | +35.6% |
| 3Y | +179.6% | +450.0% | -270.4% | +172.1% |
| All | +222.6% | +671.3% | -448.6% | +213.3% |
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 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