+577.1%
ALL vs CNH
+64.7%
+512.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.0% | -5.4% | -2.2% |
| 7D | 0.0% | +23.3% | -23.3% | -4.6% |
| 30D | -1.5% | +33.5% | -34.9% | -8.0% |
| 3M | +23.6% | +32.7% | -9.1% | +15.1% |
| 6M | +22.3% | +22.2% | +0.2% | +15.3% |
| YTD | +26.5% | +57.7% | -31.2% | +11.8% |
| 1Y | +27.0% | +28.0% | -1.0% | +17.6% |
| 3Y | +149.6% | +11.5% | +138.0% | +132.5% |
| 5Y | +118.1% | +11.9% | +106.2% | +97.4% |
| 10Y | +369.0% | +162.8% | +206.2% | +224.3% |
| All | +577.1% | +64.7% | +512.5% | +387.8% |
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