+110.5%
CNC vs CAH
+38.5%
+72.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +3.6% | +9.1% | +11.7% |
| 7D | +13.4% | +7.0% | +6.3% | +11.7% |
| 30D | +18.2% | +12.4% | +5.9% | +15.4% |
| 3M | +18.6% | +12.2% | +6.5% | +16.0% |
| 6M | +41.9% | +33.2% | +8.7% | +34.7% |
| YTD | +84.7% | +28.4% | +56.3% | +81.5% |
| 1Y | +110.5% | +35.0% | +75.5% | +102.7% |
| All | +110.5% | +38.5% | +72.0% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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