+7.1%
CNH vs CAI
-8.1%
+15.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.6% | -5.5% |
| 7D | +8.8% | +0.2% | +8.6% | +8.8% |
| 30D | +24.7% | +9.1% | +15.5% | +23.8% |
| 3M | +27.3% | +53.8% | -26.4% | +24.2% |
| 6M | +23.2% | +33.5% | -10.4% | +20.3% |
| YTD | +48.9% | -8.0% | +56.9% | +46.4% |
| 1Y | +19.4% | -28.7% | +48.1% | +18.4% |
| All | +7.1% | -8.1% | +15.2% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling