+1,381.0%
NET vs CAH
+547.0%
+834.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.6% | -6.1% | -3.2% |
| 7D | -16.4% | +7.0% | -23.4% | -17.4% |
| 30D | -25.8% | +12.4% | -38.2% | -27.6% |
| 3M | -11.5% | +12.2% | -23.7% | -13.8% |
| 6M | +18.9% | +33.2% | -14.3% | +11.5% |
| YTD | +35.2% | +28.4% | +6.9% | +27.4% |
| 1Y | +14.5% | +35.0% | -20.6% | +6.7% |
| 3Y | +313.8% | +172.2% | +141.6% | +225.4% |
| 5Y | +32.6% | +488.5% | -455.9% | -14.1% |
| All | +1,381.0% | +547.0% | +834.0% | +841.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling