+68.0%
CNH vs A
+359.8%
-291.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.5% | +3.7% |
| 7D | +23.3% | -1.9% | +25.2% | +24.5% |
| 30D | +33.5% | +6.9% | +26.5% | +28.5% |
| 3M | +32.7% | +9.2% | +23.5% | +26.1% |
| 6M | +22.2% | +25.7% | -3.5% | +6.2% |
| YTD | +57.7% | +11.5% | +46.2% | +45.7% |
| 1Y | +28.0% | +18.4% | +9.6% | +13.7% |
| 3Y | +11.5% | +26.6% | -15.1% | -7.8% |
| 5Y | +11.9% | -12.8% | +24.7% | +12.1% |
| 10Y | +162.8% | +247.2% | -84.4% | +16.9% |
| All | +68.0% | +359.8% | -291.8% | -31.5% |
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 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