+14.8%
CNH vs AS
+3.3%
+11.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | -1.2% |
| 7D | +6.5% | +13.8% | -7.3% | +3.7% |
| 30D | -12.0% | +16.7% | -28.6% | -14.7% |
| 3M | +4.4% | -11.5% | +15.9% | +7.7% |
| 6M | +15.7% | -5.5% | +21.2% | +16.5% |
| YTD | +28.2% | -14.2% | +42.4% | +29.1% |
| 1Y | +14.8% | +2.1% | +12.7% | +13.9% |
| All | +14.8% | +3.3% | +11.5% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling