+235.0%
C vs CNH
+28.6%
+206.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.9% | -1.1% | -3.2% |
| 7D | -5.3% | -0.4% | -4.9% | -5.2% |
| 30D | -7.3% | -15.2% | +7.9% | -0.6% |
| 3M | -13.5% | +4.3% | -17.7% | -16.9% |
| 6M | -6.5% | +10.1% | -16.6% | -13.9% |
| YTD | +3.6% | +23.2% | -19.6% | -11.2% |
| 1Y | +18.9% | +8.5% | +10.4% | +8.1% |
| 3Y | +205.0% | +4.1% | +200.9% | +169.2% |
| 5Y | +109.4% | -17.8% | +127.2% | +100.5% |
| 10Y | +232.9% | +113.3% | +119.6% | +84.9% |
| All | +235.0% | +28.6% | +206.3% | +101.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling