+34.8%
CNH vs A
+433.4%
-398.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.0% | +1.9% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -7.2% | +3.4% | -10.6% | -9.1% |
| 3M | +6.5% | +23.8% | -17.3% | -5.6% |
| 6M | +7.9% | +49.0% | -41.1% | -14.7% |
| YTD | +26.6% | +29.4% | -2.8% | +7.5% |
| 1Y | +13.8% | +19.4% | -5.6% | +1.0% |
| 3Y | +9.2% | +66.2% | -57.0% | -22.7% |
| 5Y | -15.6% | +15.8% | -31.4% | -28.4% |
| 10Y | +119.2% | +326.1% | -206.9% | -12.6% |
| All | +34.8% | +433.4% | -398.6% | -49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling