+134.0%
CNC vs CAH
+65.8%
+68.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.4% |
| 7D | +3.5% | +5.4% | -1.8% | +3.3% |
| 30D | +0.1% | +3.3% | -3.2% | -0.1% |
| 3M | +6.9% | +22.8% | -15.9% | +6.4% |
| 6M | +49.0% | +11.3% | +37.7% | +48.2% |
| YTD | +62.9% | +21.1% | +41.8% | +64.9% |
| 1Y | +134.0% | +67.2% | +66.8% | +142.9% |
| All | +134.0% | +65.8% | +68.2% | +142.9% |
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