+13.1%
CNH vs AR
+143.7%
-130.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.8% | +4.2% |
| 7D | +23.3% | +2.5% | +20.8% | +22.8% |
| 30D | +33.5% | +14.8% | +18.7% | +30.3% |
| 3M | +32.7% | +6.2% | +26.5% | +31.0% |
| 6M | +22.2% | +4.3% | +17.9% | +20.1% |
| YTD | +57.7% | +14.4% | +43.3% | +51.7% |
| 1Y | +28.0% | +21.3% | +6.6% | +20.8% |
| 3Y | +11.5% | +39.8% | -28.3% | -1.4% |
| All | +13.1% | +143.7% | -130.6% | -12.2% |
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