+4.2%
CNC vs CNH
+9.9%
-5.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.6% | +1.9% | -2.9% |
| 7D | -1.0% | +8.8% | -9.8% | -2.1% |
| 30D | -1.8% | +24.7% | -26.5% | -4.6% |
| 3M | -0.7% | +27.3% | -28.0% | -4.0% |
| 6M | +47.9% | +23.2% | +24.8% | +43.1% |
| YTD | +56.9% | +48.9% | +8.0% | +46.7% |
| 1Y | +123.9% | +19.4% | +104.5% | +116.5% |
| 3Y | -1.3% | +7.8% | -9.0% | -4.6% |
| All | +4.2% | +9.9% | -5.7% | -2.7% |
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