+27.2%
B vs CNH
+11.5%
+15.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.2% | -0.1% |
| 7D | +9.6% | -1.7% | +11.3% | +10.0% |
| 30D | +3.5% | -7.2% | +10.7% | +5.3% |
| 3M | -1.6% | +6.5% | -8.1% | -4.6% |
| 6M | -1.7% | +7.9% | -9.5% | -5.7% |
| YTD | -5.3% | +26.6% | -31.9% | -12.7% |
| 1Y | +27.2% | +13.8% | +13.5% | +18.1% |
| All | +27.2% | +11.5% | +15.7% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling