+222.7%
B vs CNH
+113.9%
+108.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.8% |
| 7D | -2.7% | +6.7% | -9.3% | -3.4% |
| 30D | -4.3% | +7.2% | -11.5% | -5.2% |
| 3M | -2.3% | +17.5% | -19.8% | -4.4% |
| 6M | -16.2% | +15.0% | -31.2% | -18.0% |
| YTD | -8.8% | +36.8% | -45.6% | -12.4% |
| 1Y | +11.4% | +27.6% | -16.3% | +7.7% |
| 3Y | +174.3% | +34.3% | +140.0% | +162.3% |
| 5Y | +116.2% | -12.2% | +128.4% | +110.5% |
| 10Y | +222.7% | +113.9% | +108.9% | +218.8% |
| All | +222.7% | +113.9% | +108.9% | +218.8% |
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 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