+4,534.0%
CNC vs CAH
+701.5%
+3,832.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | -0.9% | -5.1% | +4.2% | +1.1% |
| 30D | -1.0% | +0.2% | -1.1% | -1.1% |
| 3M | +4.5% | +6.3% | -1.8% | +1.9% |
| 6M | +85.2% | +9.4% | +75.8% | +77.7% |
| YTD | +61.4% | +15.0% | +46.5% | +51.2% |
| 1Y | +94.9% | +55.4% | +39.4% | +59.7% |
| 3Y | 0.0% | +173.8% | -173.8% | -36.0% |
| 5Y | +11.2% | +395.2% | -384.0% | -44.9% |
| 10Y | +98.7% | +293.2% | -194.5% | +0.1% |
| All | +4,534.0% | +701.5% | +3,832.4% | +1,387.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling