+124.0%
CNH vs AR
+48.7%
+75.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.8% | +10.1% | +10.8% |
| 7D | +8.6% | -10.5% | +19.1% | +10.6% |
| 30D | +12.6% | +1.3% | +11.3% | +12.2% |
| 3M | +17.5% | +4.8% | +12.8% | +16.3% |
| 6M | +18.1% | +1.2% | +16.9% | +17.1% |
| YTD | +40.4% | +5.5% | +34.9% | +37.1% |
| 1Y | +34.0% | +8.1% | +25.9% | +30.0% |
| 3Y | +35.3% | +38.8% | -3.5% | +22.0% |
| 5Y | -5.1% | +78.8% | -83.9% | -20.5% |
| 10Y | +124.0% | +46.4% | +77.7% | +65.8% |
| All | +124.0% | +48.7% | +75.4% | +65.8% |
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