+149.5%
CNH vs A
+237.5%
-87.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.7% | -2.9% | -4.1% |
| 7D | +8.8% | -2.1% | +10.9% | +10.1% |
| 30D | +24.7% | +0.6% | +24.1% | +24.1% |
| 3M | +27.3% | +10.9% | +16.5% | +20.0% |
| 6M | +23.2% | +28.2% | -5.0% | +5.6% |
| YTD | +48.9% | +8.6% | +40.4% | +39.5% |
| 1Y | +19.4% | +15.5% | +3.9% | +7.3% |
| 3Y | +7.8% | +31.8% | -24.1% | -13.8% |
| 5Y | +8.7% | -14.9% | +23.6% | +11.3% |
| 10Y | +149.5% | +237.8% | -88.3% | +11.5% |
| All | +149.5% | +237.5% | -87.9% | +11.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling