+6.8%
CNH vs AU
+574.0%
-567.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.3% | +1.4% | -2.3% |
| 7D | -2.5% | -7.0% | +4.5% | -1.5% |
| 30D | +27.0% | +7.3% | +19.7% | +25.8% |
| 3M | +32.6% | +33.2% | -0.6% | +27.3% |
| 6M | +23.6% | -0.6% | +24.2% | +22.3% |
| YTD | +47.8% | +26.2% | +21.7% | +42.7% |
| 1Y | +21.3% | +68.3% | -47.0% | +13.7% |
| All | +6.8% | +574.0% | -567.2% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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