+200.5%
B vs CNH
+134.0%
+66.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.9% | -6.7% | +3.0% |
| 7D | +11.3% | +8.6% | +2.8% | +10.3% |
| 30D | +2.9% | +12.6% | -9.6% | +1.5% |
| 3M | -2.9% | +17.5% | -20.4% | -4.9% |
| 6M | -1.2% | +18.1% | -19.3% | -3.6% |
| YTD | -1.3% | +40.4% | -41.7% | -5.4% |
| 1Y | +30.4% | +34.0% | -3.6% | +25.5% |
| 3Y | +195.3% | +35.3% | +160.0% | +182.1% |
| 5Y | +146.2% | -5.1% | +151.3% | +138.9% |
| 10Y | +200.5% | +124.0% | +76.4% | +218.2% |
| All | +200.5% | +134.0% | +66.5% | +218.2% |
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