+214.8%
B vs CNH
+106.0%
+108.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -7.3% | +3.0% | -10.4% | -7.6% |
| 30D | -3.3% | -0.6% | -2.8% | -3.3% |
| 3M | -7.8% | +14.6% | -22.4% | -9.5% |
| 6M | -15.5% | +11.8% | -27.3% | -17.1% |
| YTD | -12.3% | +30.4% | -42.7% | -15.2% |
| 1Y | +5.4% | +19.1% | -13.7% | +2.7% |
| 3Y | +165.5% | +30.2% | +135.4% | +155.0% |
| 5Y | +107.0% | -17.8% | +124.9% | +102.7% |
| All | +214.8% | +106.0% | +108.8% | +214.7% |
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