+175.9%
B vs CNH
+35.8%
+140.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -2.0% |
| 7D | -2.7% | +6.7% | -9.3% | -4.0% |
| 30D | -4.3% | +7.2% | -11.5% | -5.8% |
| 3M | -2.3% | +17.5% | -19.8% | -6.4% |
| 6M | -16.2% | +15.0% | -31.2% | -19.7% |
| YTD | -8.8% | +36.8% | -45.6% | -15.6% |
| 1Y | +11.4% | +27.6% | -16.3% | +4.2% |
| All | +175.9% | +35.8% | +140.1% | +147.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling