+28.0%
CNH vs A
+21.7%
+6.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.5% | +3.9% |
| 7D | +23.3% | -1.9% | +25.2% | +23.8% |
| 30D | +33.5% | +6.9% | +26.5% | +31.2% |
| 3M | +32.7% | +9.2% | +23.5% | +29.4% |
| 6M | +22.2% | +25.7% | -3.5% | +14.6% |
| YTD | +57.7% | +11.5% | +46.2% | +52.6% |
| 1Y | +28.0% | +18.4% | +9.6% | +27.7% |
| All | +28.0% | +21.7% | +6.3% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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