+112.5%
NET vs CAH
+414.2%
-301.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -7.0% | +5.4% | -12.4% | -7.9% |
| 30D | -4.8% | +3.3% | -8.1% | -5.5% |
| 3M | +3.8% | +22.8% | -19.0% | -0.8% |
| 6M | +50.0% | +11.3% | +38.8% | +46.1% |
| YTD | +41.5% | +21.1% | +20.3% | +34.9% |
| 1Y | +32.8% | +67.2% | -34.4% | +16.5% |
| 3Y | +335.9% | +195.6% | +140.3% | +225.3% |
| All | +112.5% | +414.2% | -301.8% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling