+66.3%
AA vs CNH
+116.5%
-50.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.2% | +1.0% |
| 7D | +0.9% | -1.7% | +2.6% | +2.2% |
| 30D | -6.7% | -7.2% | +0.5% | -2.5% |
| 3M | -16.3% | +6.5% | -22.9% | -23.0% |
| 6M | -37.1% | +7.9% | -45.0% | -43.6% |
| YTD | -25.0% | +26.6% | -51.6% | -42.6% |
| 1Y | +8.6% | +13.8% | -5.2% | -10.5% |
| 3Y | +57.2% | +9.2% | +48.0% | +28.4% |
| 5Y | -13.0% | -15.6% | +2.6% | -13.9% |
| All | +66.3% | +116.5% | -50.1% | -28.1% |
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