+68.0%
CNH vs CAPR
-62.4%
+130.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.8% | +4.0% |
| 7D | +23.3% | -2.0% | +25.3% | +23.3% |
| 30D | +33.5% | +139.2% | -105.7% | +30.7% |
| 3M | +32.7% | -66.4% | +99.1% | +33.6% |
| 6M | +22.2% | -63.1% | +85.3% | +22.7% |
| YTD | +57.7% | -67.4% | +125.1% | +58.6% |
| 1Y | +28.0% | +58.2% | -30.3% | +19.4% |
| 3Y | +11.5% | +42.2% | -30.7% | +1.3% |
| 5Y | +11.9% | +87.3% | -75.4% | -0.3% |
| 10Y | +162.8% | -75.3% | +238.0% | +120.9% |
| All | +68.0% | -62.4% | +130.4% | +44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling