+66.4%
CNH vs AR
-27.2%
+93.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +30.9% |
| 6M | +22.2% | +4.3% | +17.9% | +20.2% |
| YTD | +57.7% | +14.4% | +43.3% | +52.1% |
| 1Y | +28.0% | +21.3% | +6.6% | +21.5% |
| 3Y | +11.5% | +39.8% | -28.3% | +0.5% |
| 5Y | +11.9% | +142.1% | -130.2% | -11.6% |
| 10Y | +162.8% | +52.0% | +110.7% | +90.9% |
| All | +66.4% | -27.2% | +93.6% | +39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling