-17.8%
CNH vs COMP
-28.0%
+10.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -8.2% | +4.2% | -2.8% |
| 7D | -0.4% | -1.8% | +1.5% | -0.2% |
| 30D | -15.2% | -0.8% | -14.5% | -15.3% |
| 3M | +4.3% | -28.1% | +32.4% | +8.7% |
| 6M | +10.1% | +27.0% | -16.9% | +4.8% |
| YTD | +23.2% | -12.8% | +36.0% | +22.4% |
| 1Y | +8.5% | +4.9% | +3.6% | +4.9% |
| 3Y | +4.1% | +321.0% | -316.9% | -20.3% |
| 5Y | -17.8% | -25.6% | +7.7% | -27.9% |
| All | -17.8% | -28.0% | +10.1% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling