-17.4%
AA vs CNH
-17.7%
+0.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.5% |
| 7D | +0.5% | +3.0% | -2.5% | -1.4% |
| 30D | -0.6% | -0.6% | 0.0% | -0.8% |
| 3M | -19.7% | +14.6% | -34.3% | -28.7% |
| 6M | -41.6% | +11.8% | -53.3% | -48.1% |
| YTD | -24.6% | +30.4% | -55.1% | -42.3% |
| 1Y | +4.9% | +19.1% | -14.2% | -14.5% |
| 3Y | +66.8% | +30.2% | +36.7% | +21.7% |
| All | -17.4% | -17.7% | +0.3% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling