+66.7%
SNXX vs CAH
+24.9%
+41.7%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +3.6% | -19.3% | -13.4% |
| 7D | -47.8% | +7.0% | -54.8% | -45.2% |
| 30D | -66.0% | +12.4% | -78.4% | -63.3% |
| 3M | -57.5% | +12.2% | -69.6% | -53.8% |
| 6M | -66.7% | +33.2% | -99.9% | -64.6% |
| All | +66.7% | +24.9% | +41.7% | +93.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling