+369.0%
ALL vs CNH
+113.9%
+255.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | 0.0% |
| 7D | -2.6% | +6.7% | -9.2% | -4.3% |
| 30D | +12.7% | +7.2% | +5.5% | +10.5% |
| 3M | +0.4% | +17.5% | -17.1% | -4.4% |
| 6M | +23.8% | +15.0% | +8.8% | +17.5% |
| YTD | +27.8% | +36.8% | -9.0% | +14.8% |
| 1Y | +28.9% | +27.6% | +1.2% | +17.7% |
| 3Y | +113.9% | +34.3% | +79.5% | +84.4% |
| 5Y | +157.4% | -12.2% | +169.6% | +145.0% |
| 10Y | +369.0% | +113.9% | +255.1% | +234.0% |
| All | +369.0% | +113.9% | +255.1% | +234.0% |
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 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