+23.1%
C vs CNH
+21.1%
+2.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.0% | +0.5% |
| 7D | +4.7% | +6.4% | -1.7% | +3.7% |
| 30D | +0.2% | -1.6% | +1.8% | +0.3% |
| 3M | -9.3% | +11.6% | -20.9% | -11.4% |
| 6M | -0.8% | +12.5% | -13.4% | -3.5% |
| YTD | +8.5% | +31.1% | -22.6% | +0.5% |
| 1Y | +23.1% | +17.0% | +6.1% | +18.4% |
| All | +23.1% | +21.1% | +2.0% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling