+16.0%
AA vs CNH
+15.2%
+0.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +2.9% | +2.8% |
| 7D | +0.9% | +6.5% | -5.5% | -0.1% |
| 30D | -6.4% | -12.0% | +5.5% | -4.3% |
| 3M | -13.0% | +4.4% | -17.3% | -14.6% |
| 6M | -34.6% | +15.7% | -50.3% | -37.4% |
| YTD | -23.0% | +28.2% | -51.3% | -30.9% |
| 1Y | +16.0% | +14.8% | +1.2% | +7.6% |
| All | +16.0% | +15.2% | +0.8% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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