+121.6%
AA vs CNH
+32.2%
+89.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.2% | +1.1% |
| 7D | +0.9% | -1.7% | +2.6% | +2.1% |
| 30D | -6.7% | -7.2% | +0.5% | -2.8% |
| 3M | -16.3% | +6.5% | -22.9% | -22.4% |
| 6M | -37.1% | +7.9% | -45.0% | -43.0% |
| YTD | -25.0% | +26.6% | -51.6% | -41.0% |
| 1Y | +8.6% | +13.8% | -5.2% | -8.6% |
| 3Y | +57.2% | +9.2% | +48.0% | +32.3% |
| 5Y | -13.0% | -15.6% | +2.6% | -12.6% |
| 10Y | +65.5% | +119.2% | -53.6% | -6.5% |
| All | +121.6% | +32.2% | +89.4% | +46.4% |
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 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