-17.6%
CNH vs CAPR
+172.3%
-189.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.9% | +6.4% | -0.4% |
| 7D | +3.0% | +5.9% | -2.9% | +2.9% |
| 30D | -0.6% | +44.6% | -45.2% | -1.2% |
| 3M | +14.6% | +126.4% | -111.7% | +12.6% |
| 6M | +11.8% | -68.6% | +80.3% | +12.3% |
| YTD | +30.4% | -67.0% | +97.4% | +30.7% |
| 1Y | +19.1% | +65.2% | -46.1% | +11.8% |
| 3Y | +30.2% | +235.6% | -205.4% | +8.3% |
| All | -17.6% | +172.3% | -189.9% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling