+13.1%
CNH vs A
-12.8%
+25.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.5% | +3.8% |
| 7D | +23.3% | -1.9% | +25.2% | +24.2% |
| 30D | +33.5% | +6.9% | +26.5% | +29.5% |
| 3M | +32.7% | +9.2% | +23.5% | +27.4% |
| 6M | +22.2% | +25.7% | -3.5% | +9.4% |
| YTD | +57.7% | +11.5% | +46.2% | +48.6% |
| 1Y | +28.0% | +18.4% | +9.6% | +16.9% |
| 3Y | +11.5% | +26.6% | -15.1% | -3.8% |
| All | +13.1% | -12.8% | +25.9% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling