+45.0%
AA vs CNH
+107.8%
-62.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.4% | 0.0% | -1.4% |
| 7D | +1.2% | +4.5% | -3.3% | -2.0% |
| 30D | -5.0% | +7.6% | -12.7% | -10.5% |
| 3M | -22.2% | +17.0% | -39.2% | -33.0% |
| 6M | -36.3% | +12.9% | -49.3% | -44.8% |
| YTD | -24.2% | +34.3% | -58.4% | -44.4% |
| 1Y | +3.9% | +28.5% | -24.7% | -21.6% |
| 3Y | +67.6% | +31.9% | +35.7% | +19.2% |
| 5Y | -8.8% | -9.6% | +0.8% | -14.2% |
| 10Y | +45.0% | +106.3% | -61.3% | -30.2% |
| All | +45.0% | +107.8% | -62.9% | -30.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling