+293.4%
C vs CNH
+162.8%
+130.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.4% | -2.3% |
| 7D | +3.6% | +23.3% | -19.7% | -7.0% |
| 30D | +0.1% | +33.5% | -33.4% | -14.2% |
| 3M | +2.4% | +32.7% | -30.3% | -12.8% |
| 6M | +24.9% | +22.2% | +2.8% | +9.5% |
| YTD | +19.8% | +57.7% | -37.9% | -9.1% |
| 1Y | +44.9% | +28.0% | +16.9% | +22.0% |
| 3Y | +263.0% | +11.5% | +251.4% | +213.7% |
| 5Y | +129.5% | +11.9% | +117.7% | +86.8% |
| All | +293.4% | +162.8% | +130.6% | +75.9% |
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 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