+28.0%
CNH vs CAI
-31.3%
+59.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.1% |
| 7D | +23.3% | -2.2% | +25.5% | +23.5% |
| 30D | +33.5% | +52.4% | -18.9% | +29.8% |
| 3M | +32.7% | +45.1% | -12.4% | +29.5% |
| 6M | +22.2% | +26.2% | -4.1% | +19.1% |
| YTD | +57.7% | -7.1% | +64.8% | +54.1% |
| 1Y | +28.0% | -31.0% | +59.0% | +26.4% |
| All | +28.0% | -31.3% | +59.2% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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