+25.4%
CNH vs AS
+120.4%
-95.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.6% | +0.5% | +3.2% |
| 7D | +23.3% | -4.9% | +28.2% | +24.6% |
| 30D | +33.5% | -19.6% | +53.1% | +40.2% |
| 3M | +32.7% | -14.4% | +47.1% | +37.0% |
| 6M | +22.2% | -20.1% | +42.3% | +27.7% |
| YTD | +57.7% | -20.9% | +78.6% | +64.7% |
| 1Y | +28.0% | -21.9% | +49.8% | +33.5% |
| All | +25.4% | +120.4% | -95.0% | -2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling