+207.0%
C vs CNH
+106.0%
+101.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +4.2% | +3.0% | +1.1% | +2.2% |
| 30D | +2.0% | -0.6% | +2.6% | +1.6% |
| 3M | -10.1% | +14.6% | -24.7% | -18.1% |
| 6M | +1.0% | +11.8% | -10.8% | -8.4% |
| YTD | +8.5% | +30.4% | -22.0% | -11.0% |
| 1Y | +25.7% | +19.1% | +6.7% | +8.0% |
| 3Y | +216.0% | +30.2% | +185.8% | +143.3% |
| 5Y | +112.3% | -17.8% | +130.1% | +102.5% |
| All | +207.0% | +106.0% | +101.0% | +64.6% |
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