+106.3%
CNH vs AR
+52.4%
+53.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.3% | +1.8% | +5.3% |
| 7D | +4.5% | -5.8% | +10.3% | +5.5% |
| 30D | +7.6% | +4.8% | +2.8% | +6.7% |
| 3M | +17.0% | +1.5% | +15.5% | +16.5% |
| 6M | +12.9% | +4.7% | +8.2% | +11.3% |
| YTD | +34.3% | +9.2% | +25.1% | +30.4% |
| 1Y | +28.5% | +11.2% | +17.4% | +24.1% |
| 3Y | +31.9% | +46.2% | -14.4% | +17.9% |
| 5Y | -9.6% | +98.1% | -107.7% | -25.5% |
| 10Y | +106.3% | +54.5% | +51.8% | +50.4% |
| All | +106.3% | +52.4% | +53.9% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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