-1.4%
CNH vs COMP
-52.0%
+50.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.7% |
| 7D | +3.0% | 0.0% | +3.0% | +3.1% |
| 30D | -0.6% | +16.6% | -17.1% | -2.9% |
| 3M | +14.6% | -23.5% | +38.2% | +18.5% |
| 6M | +11.8% | +25.7% | -14.0% | +7.0% |
| YTD | +30.4% | -3.4% | +33.8% | +27.8% |
| 1Y | +19.1% | +7.6% | +11.5% | +14.8% |
| 3Y | +30.2% | +423.6% | -393.4% | -3.1% |
| 5Y | -17.8% | -10.6% | -7.2% | -29.3% |
| All | -1.4% | -52.0% | +50.5% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling