+17.0%
CNH vs A
+16.3%
+0.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.2% | -1.9% | -3.6% |
| 7D | +6.4% | +0.7% | +5.7% | +6.4% |
| 30D | -1.6% | +0.8% | -2.5% | -1.8% |
| 3M | +11.6% | +16.9% | -5.3% | +7.0% |
| 6M | +12.5% | +53.8% | -41.2% | -0.5% |
| YTD | +31.1% | +28.1% | +3.0% | +23.5% |
| 1Y | +17.0% | +15.0% | +2.0% | +19.4% |
| All | +17.0% | +16.3% | +0.7% | +19.4% |
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