+178.5%
CAH vs SN
+428.0%
-249.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.9% |
| 7D | +7.8% | +7.6% | +0.2% | +7.6% |
| 30D | +15.5% | +24.1% | -8.6% | +14.9% |
| 3M | +16.3% | +23.7% | -7.4% | +15.7% |
| 6M | +50.0% | +105.5% | -55.5% | +48.1% |
| YTD | +34.7% | +105.1% | -70.4% | +32.9% |
| 1Y | +35.9% | +148.3% | -112.3% | +34.1% |
| 3Y | +178.5% | +438.7% | -260.2% | +187.1% |
| All | +178.5% | +428.0% | -249.5% | +187.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling