+363.8%
ALL vs CNH
+134.0%
+229.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.9% | -11.3% | -2.9% |
| 7D | -3.9% | +8.6% | -12.4% | -5.9% |
| 30D | +10.6% | +12.6% | -1.9% | +7.3% |
| 3M | -4.6% | +17.5% | -22.1% | -9.1% |
| 6M | +20.2% | +18.1% | +2.1% | +13.5% |
| YTD | +23.7% | +40.4% | -16.7% | +10.5% |
| 1Y | +27.9% | +34.0% | -6.1% | +15.4% |
| 3Y | +109.2% | +35.3% | +73.9% | +80.4% |
| 5Y | +148.0% | -5.1% | +153.1% | +130.6% |
| 10Y | +363.8% | +124.0% | +239.7% | +222.4% |
| All | +363.8% | +134.0% | +229.8% | +222.4% |
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