+10.3%
CNH vs COMP
+215.9%
-205.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +4.0% |
| 7D | +23.3% | +1.4% | +21.9% | +23.0% |
| 30D | +33.5% | -13.3% | +46.8% | +36.4% |
| 3M | +32.7% | +41.1% | -8.4% | +24.2% |
| 6M | +22.2% | +17.2% | +5.0% | +16.4% |
| YTD | +57.7% | +5.2% | +52.5% | +51.6% |
| 1Y | +28.0% | +18.9% | +9.1% | +19.6% |
| All | +10.3% | +215.9% | -205.6% | -19.8% |
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