+1.5%
CNH vs COMP
-53.0%
+54.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -7.4% | +3.0% | -3.3% |
| 7D | +4.5% | +7.2% | -2.7% | +3.5% |
| 30D | +7.6% | +6.4% | +1.2% | +6.4% |
| 3M | +17.0% | -19.4% | +36.4% | +20.0% |
| 6M | +12.9% | +14.6% | -1.6% | +9.6% |
| YTD | +34.3% | -5.5% | +39.7% | +31.9% |
| 1Y | +28.5% | +13.7% | +14.9% | +22.9% |
| 3Y | +31.9% | +409.7% | -377.8% | -1.4% |
| 5Y | -9.6% | -17.0% | +7.4% | -21.6% |
| All | +1.5% | -53.0% | +54.5% | -10.3% |
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