+124.8%
AA vs CNH
+152.9%
-28.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.6% | +9.1% | +7.5% |
| 7D | +1.7% | +8.8% | -7.1% | -5.2% |
| 30D | +3.3% | +24.7% | -21.3% | -13.5% |
| 3M | -29.4% | +27.3% | -56.8% | -42.5% |
| 6M | -12.8% | +23.2% | -36.0% | -28.9% |
| YTD | -2.1% | +48.9% | -51.1% | -32.1% |
| 1Y | +62.8% | +19.4% | +43.4% | +32.6% |
| 3Y | +90.5% | +7.8% | +82.7% | +62.6% |
| 5Y | +19.1% | +8.7% | +10.3% | -0.8% |
| 10Y | +124.8% | +149.5% | -24.7% | -1.4% |
| All | +124.8% | +152.9% | -28.2% | -1.4% |
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