+219.8%
C vs CNH
+32.9%
+186.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.9% | -8.4% | -0.3% |
| 7D | -0.9% | +8.6% | -9.5% | -3.0% |
| 30D | -5.4% | +12.6% | -18.0% | -8.4% |
| 3M | -9.2% | +17.5% | -26.7% | -13.9% |
| 6M | -1.8% | +18.1% | -19.9% | -7.7% |
| YTD | +6.7% | +40.4% | -33.7% | -6.4% |
| 1Y | +23.5% | +34.0% | -10.5% | +9.9% |
| 3Y | +219.8% | +35.3% | +184.5% | +175.9% |
| All | +219.8% | +32.9% | +186.8% | +175.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling