-2.6%
CNC vs CNH
+30.2%
-32.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | 0.0% |
| 7D | -5.3% | +6.4% | -11.7% | -5.9% |
| 30D | +2.0% | -1.6% | +3.7% | +2.1% |
| 3M | +4.8% | +11.6% | -6.8% | +3.8% |
| 6M | +18.5% | +12.5% | +6.0% | +17.1% |
| YTD | +70.8% | +31.1% | +39.7% | +64.6% |
| 1Y | +94.1% | +17.0% | +77.1% | +89.6% |
| All | -2.6% | +30.2% | -32.8% | -5.5% |
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