+368.4%
ALL vs CNH
+107.8%
+260.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.4% | +7.3% | +3.9% |
| 7D | -0.1% | +4.5% | -4.7% | -1.4% |
| 30D | +13.8% | +7.6% | +6.2% | +11.5% |
| 3M | -2.8% | +17.0% | -19.8% | -7.4% |
| 6M | +23.7% | +12.9% | +10.7% | +17.9% |
| YTD | +27.3% | +34.3% | -7.0% | +14.8% |
| 1Y | +30.5% | +28.5% | +2.0% | +18.9% |
| 3Y | +113.0% | +31.9% | +81.1% | +84.4% |
| 5Y | +157.6% | -9.6% | +167.2% | +142.2% |
| 10Y | +368.4% | +106.3% | +262.1% | +234.4% |
| All | +368.4% | +107.8% | +260.5% | +234.4% |
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