+176.1%
B vs CNH
+32.2%
+143.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.2% | +0.2% |
| 7D | +9.6% | -1.7% | +11.3% | +9.8% |
| 30D | +3.5% | -7.2% | +10.7% | +4.3% |
| 3M | -1.6% | +6.5% | -8.1% | -2.7% |
| 6M | -1.7% | +7.9% | -9.5% | -3.1% |
| YTD | -5.3% | +26.6% | -31.9% | -8.4% |
| 1Y | +27.2% | +13.8% | +13.5% | +24.3% |
| 3Y | +166.1% | +9.2% | +156.9% | +158.6% |
| 5Y | +136.5% | -15.6% | +152.1% | +132.9% |
| 10Y | +172.2% | +119.2% | +53.0% | +140.8% |
| All | +176.1% | +32.2% | +143.9% | +156.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling