+149.5%
CNH vs AR
+45.1%
+104.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.7% | -5.4% |
| 7D | +8.8% | -1.8% | +10.6% | +9.1% |
| 30D | +24.7% | +12.6% | +12.1% | +22.1% |
| 3M | +27.3% | +10.0% | +17.3% | +24.9% |
| 6M | +23.2% | +0.6% | +22.5% | +22.0% |
| YTD | +48.9% | +13.4% | +35.5% | +44.0% |
| 1Y | +19.4% | +21.7% | -2.3% | +13.4% |
| 3Y | +7.8% | +45.8% | -38.1% | -3.5% |
| 5Y | +8.7% | +144.3% | -135.5% | -13.6% |
| 10Y | +149.5% | +41.8% | +107.7% | +88.8% |
| All | +149.5% | +45.1% | +104.4% | +88.8% |
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