+175.4%
CAH vs SN
+496.6%
-321.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -2.7% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | +1.7% | -5.6% | +7.3% | +1.8% |
| 3M | +17.9% | +48.1% | -30.2% | +17.0% |
| 6M | +10.9% | +57.6% | -46.7% | +10.0% |
| YTD | +17.9% | +56.5% | -38.6% | +16.9% |
| 1Y | +61.7% | +52.6% | +9.1% | +61.1% |
| 3Y | +183.7% | +412.0% | -228.2% | +177.2% |
| All | +175.4% | +496.6% | -321.3% | +168.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling