+37.7%
CAH vs SN
+141.7%
-104.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.8% | +0.8% |
| 7D | +3.5% | +1.5% | +1.9% | +3.3% |
| 30D | +13.5% | +21.5% | -8.0% | +11.9% |
| 3M | +21.8% | +20.0% | +1.8% | +20.0% |
| 6M | +51.5% | +119.9% | -68.4% | +44.3% |
| YTD | +38.1% | +102.3% | -64.2% | +31.8% |
| 1Y | +37.7% | +148.0% | -110.3% | +33.5% |
| All | +37.7% | +141.7% | -104.0% | +33.5% |
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 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