-17.6%
CNH vs AR
+99.4%
-117.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +3.0% | +7.4% | -4.3% | +1.8% |
| 30D | -0.6% | +5.8% | -6.3% | -1.7% |
| 3M | +14.6% | +5.2% | +9.4% | +13.4% |
| 6M | +11.8% | +5.4% | +6.3% | +10.0% |
| YTD | +30.4% | +12.4% | +18.0% | +25.6% |
| 1Y | +19.1% | +12.8% | +6.2% | +14.3% |
| 3Y | +30.2% | +47.2% | -17.0% | +13.6% |
| All | -17.6% | +99.4% | -117.0% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling