+33.6%
CNH vs AR
-33.4%
+66.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +2.9% |
| 7D | -1.7% | -14.3% | +12.6% | +0.9% |
| 30D | -7.2% | +1.4% | -8.7% | -7.6% |
| 3M | +6.5% | +3.4% | +3.2% | +5.6% |
| 6M | +7.9% | -2.1% | +9.9% | +7.5% |
| YTD | +26.6% | +4.7% | +21.9% | +23.7% |
| 1Y | +13.8% | +10.6% | +3.2% | +9.8% |
| 3Y | +9.2% | +24.6% | -15.4% | +0.3% |
| 5Y | -15.6% | +71.9% | -87.5% | -29.2% |
| 10Y | +119.2% | +46.4% | +72.8% | +59.8% |
| All | +33.6% | -33.4% | +66.9% | +13.1% |
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