-12.2%
CNH vs AR
+98.1%
-110.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.3% | +1.6% |
| 7D | +6.7% | +2.1% | +4.6% | +6.3% |
| 30D | +7.2% | +4.5% | +2.7% | +6.3% |
| 3M | +17.5% | +1.0% | +16.5% | +17.1% |
| 6M | +15.0% | +4.4% | +10.5% | +13.4% |
| YTD | +36.8% | +10.9% | +25.9% | +32.1% |
| 1Y | +27.6% | +8.6% | +19.1% | +23.5% |
| 3Y | +34.3% | +48.5% | -14.2% | +16.9% |
| 5Y | -12.2% | +95.7% | -108.0% | -26.2% |
| All | -12.2% | +98.1% | -110.3% | -26.2% |
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