+26.9%
ALL vs CNH
+33.2%
-6.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.9% | -11.3% | -0.4% |
| 7D | -3.9% | +8.6% | -12.4% | -3.8% |
| 30D | +10.6% | +12.6% | -1.9% | +10.6% |
| 3M | -4.6% | +17.5% | -22.1% | -4.2% |
| 6M | +20.2% | +18.1% | +2.1% | +20.7% |
| YTD | +23.7% | +40.4% | -16.7% | +22.7% |
| All | +26.9% | +33.2% | -6.3% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling