+371.6%
ALL vs CNH
+106.0%
+265.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +5.0% | +3.0% | +2.0% | +4.0% |
| 30D | +13.3% | -0.6% | +13.9% | +13.0% |
| 3M | +3.2% | +14.6% | -11.5% | -1.2% |
| 6M | +25.3% | +11.8% | +13.6% | +19.7% |
| YTD | +30.5% | +30.4% | 0.0% | +18.4% |
| 1Y | +29.2% | +19.1% | +10.1% | +19.9% |
| 3Y | +119.1% | +30.2% | +88.9% | +89.9% |
| 5Y | +162.6% | -17.8% | +180.4% | +154.3% |
| All | +371.6% | +106.0% | +265.6% | +238.2% |
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