+179.4%
AA vs CNH
+64.7%
+114.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.0% | -6.2% | -4.8% |
| 7D | -0.7% | +23.3% | -24.0% | -14.1% |
| 30D | +5.0% | +33.5% | -28.5% | -14.6% |
| 3M | -35.8% | +32.7% | -68.5% | -48.1% |
| 6M | -18.4% | +22.2% | -40.6% | -31.6% |
| YTD | -5.5% | +57.7% | -63.2% | -34.6% |
| 1Y | +61.0% | +28.0% | +33.0% | +27.9% |
| 3Y | +66.2% | +11.5% | +54.7% | +42.0% |
| 5Y | +11.4% | +11.9% | -0.5% | -5.7% |
| 10Y | +116.9% | +162.8% | -45.9% | +9.4% |
| All | +179.4% | +64.7% | +114.7% | +62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling