-4.3%
CNH vs COMP
-52.0%
+47.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +10.7% | -8.0% | +1.2% |
| 7D | -1.7% | +13.4% | -15.1% | -3.6% |
| 30D | -7.2% | +11.1% | -18.3% | -8.9% |
| 3M | +6.5% | -18.8% | +25.4% | +9.1% |
| 6M | +7.9% | +10.5% | -2.6% | +5.1% |
| YTD | +26.6% | -3.4% | +30.0% | +23.9% |
| 1Y | +13.8% | +19.7% | -5.9% | +7.9% |
| 3Y | +9.2% | +381.6% | -372.4% | -17.9% |
| 5Y | -15.6% | -17.6% | +2.0% | -26.8% |
| All | -4.3% | -52.0% | +47.6% | -15.7% |
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