+31.9%
CNH vs COMP
+423.0%
-391.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -7.4% | +3.0% | -3.1% |
| 7D | +4.5% | +7.2% | -2.7% | +3.3% |
| 30D | +7.6% | +6.4% | +1.2% | +6.3% |
| 3M | +17.0% | -19.4% | +36.4% | +20.5% |
| 6M | +12.9% | +14.6% | -1.6% | +8.9% |
| YTD | +34.3% | -5.5% | +39.7% | +31.0% |
| 1Y | +28.5% | +13.7% | +14.9% | +21.4% |
| 3Y | +31.9% | +409.7% | -377.8% | -11.7% |
| All | +31.9% | +423.0% | -391.2% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling