+30.8%
CNH vs CAPR
+264.4%
-233.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -8.7% | +4.6% | -4.0% |
| 7D | +6.4% | +19.1% | -12.7% | +6.1% |
| 30D | -1.6% | +48.8% | -50.5% | -2.2% |
| 3M | +11.6% | +144.4% | -132.8% | +9.8% |
| 6M | +12.5% | -67.5% | +80.0% | +12.9% |
| YTD | +31.1% | -64.5% | +95.6% | +31.2% |
| 1Y | +17.0% | +74.4% | -57.5% | +11.3% |
| All | +30.8% | +264.4% | -233.6% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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