+110.5%
CNC vs CNH
+15.2%
+95.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -0.2% | +12.8% | +12.7% |
| 7D | +13.4% | +6.5% | +6.9% | +12.9% |
| 30D | +18.2% | -12.0% | +30.2% | +18.8% |
| 3M | +18.6% | +4.4% | +14.3% | +19.0% |
| 6M | +41.9% | +15.7% | +26.2% | +42.1% |
| YTD | +84.7% | +28.2% | +56.5% | +73.0% |
| 1Y | +110.5% | +14.8% | +95.7% | +103.9% |
| All | +110.5% | +15.2% | +95.3% | +103.9% |
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 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