+564.7%
ALL vs CNH
+32.2%
+532.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.8% | -7.2% | -5.1% |
| 7D | -1.9% | -1.7% | -0.2% | -1.6% |
| 30D | +13.8% | -7.2% | +21.0% | +15.4% |
| 3M | -7.0% | +6.5% | -13.5% | -9.1% |
| 6M | +18.0% | +7.9% | +10.2% | +14.2% |
| YTD | +24.2% | +26.6% | -2.4% | +14.7% |
| 1Y | +31.2% | +13.8% | +17.4% | +24.0% |
| 3Y | +107.5% | +9.2% | +98.3% | +91.7% |
| 5Y | +144.8% | -15.6% | +160.4% | +135.9% |
| 10Y | +375.8% | +119.2% | +256.6% | +242.1% |
| All | +564.7% | +32.2% | +532.5% | +400.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling