+94.9%
CNC vs CNH
+22.0%
+72.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | -0.9% | -5.7% | +4.8% | -0.6% |
| 30D | -1.0% | +26.6% | -27.5% | -2.0% |
| 3M | +4.5% | +31.1% | -26.5% | +3.1% |
| 6M | +85.2% | +24.9% | +60.3% | +84.7% |
| YTD | +61.4% | +48.7% | +12.7% | +47.3% |
| 1Y | +94.9% | +22.2% | +72.7% | +94.6% |
| All | +94.9% | +22.0% | +72.9% | +94.6% |
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