+368.8%
SNXX vs CAH
+11.9%
+356.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.6% | -6.4% | -7.3% |
| 7D | -12.0% | -5.1% | -6.9% | -13.8% |
| 30D | +37.9% | +0.2% | +37.8% | +38.3% |
| 3M | -52.7% | +6.3% | -59.0% | -52.5% |
| 6M | +194.8% | +9.4% | +185.4% | +212.0% |
| All | +368.8% | +11.9% | +356.9% | +402.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling