+10.3%
CNH vs AR
+40.7%
-30.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.8% | +4.1% |
| 7D | +23.3% | +2.5% | +20.8% | +23.0% |
| 30D | +33.5% | +14.8% | +18.7% | +32.0% |
| 3M | +32.7% | +6.2% | +26.5% | +32.0% |
| 6M | +22.2% | +4.3% | +17.9% | +21.2% |
| YTD | +57.7% | +14.4% | +43.3% | +54.1% |
| 1Y | +28.0% | +21.3% | +6.6% | +23.3% |
| All | +10.3% | +40.7% | -30.4% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling