-14.9%
CNH vs CAPR
+142.6%
-157.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.7% | -1.9% | +2.7% |
| 7D | -1.7% | +41.1% | -42.8% | -2.2% |
| 30D | -7.2% | +11.1% | -18.3% | -7.4% |
| 3M | +6.5% | +115.3% | -108.8% | +4.7% |
| 6M | +7.9% | -73.8% | +81.7% | +8.7% |
| YTD | +26.6% | -68.8% | +95.4% | +27.1% |
| 1Y | +13.8% | +43.3% | -29.6% | +7.4% |
| 3Y | +9.2% | +214.7% | -205.5% | -8.9% |
| All | -14.9% | +142.6% | -157.5% | -29.3% |
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