+113.0%
ALL vs CNH
+31.3%
+81.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.4% | +7.3% | +3.0% |
| 7D | -0.1% | +4.5% | -4.7% | -0.3% |
| 30D | +13.8% | +7.6% | +6.2% | +13.4% |
| 3M | -2.8% | +17.0% | -19.8% | -3.5% |
| 6M | +23.7% | +12.9% | +10.7% | +22.8% |
| YTD | +27.3% | +34.3% | -7.0% | +24.6% |
| 1Y | +30.5% | +28.5% | +2.0% | +28.1% |
| 3Y | +113.0% | +31.9% | +81.1% | +117.4% |
| All | +113.0% | +31.3% | +81.7% | +117.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling