+174.6%
B vs CNH
+28.6%
+145.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.5% | +1.0% |
| 7D | +4.3% | -0.4% | +4.7% | +4.3% |
| 30D | -0.9% | -15.2% | +14.3% | +0.9% |
| 3M | -1.4% | +4.3% | -5.6% | -2.2% |
| 6M | +5.0% | +10.1% | -5.0% | +3.2% |
| YTD | -5.8% | +23.2% | -29.0% | -8.6% |
| 1Y | +25.6% | +8.5% | +17.1% | +23.4% |
| 3Y | +161.6% | +4.1% | +157.6% | +155.5% |
| 5Y | +135.2% | -17.8% | +153.1% | +132.4% |
| 10Y | +170.7% | +113.3% | +57.4% | +140.3% |
| All | +174.6% | +28.6% | +145.9% | +156.4% |
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