+112.2%
C vs CNH
-9.2%
+121.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +1.7% |
| 7D | -0.4% | +4.5% | -4.9% | -2.0% |
| 30D | -5.2% | +7.6% | -12.8% | -7.8% |
| 3M | -9.1% | +17.0% | -26.1% | -15.2% |
| 6M | -1.6% | +12.9% | -14.5% | -7.9% |
| YTD | +6.9% | +34.3% | -27.3% | -7.6% |
| 1Y | +23.0% | +28.5% | -5.6% | +7.8% |
| 3Y | +216.1% | +31.9% | +184.3% | +163.8% |
| 5Y | +112.2% | -9.6% | +121.9% | +98.1% |
| All | +112.2% | -9.2% | +121.5% | +98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling