+19.2%
CNH vs COMP
-47.7%
+66.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +35.9% |
| 3M | +32.7% | +41.1% | -8.4% | +25.7% |
| 6M | +22.2% | +17.2% | +5.0% | +17.6% |
| YTD | +57.7% | +5.2% | +52.5% | +53.1% |
| 1Y | +28.0% | +18.9% | +9.1% | +21.5% |
| 3Y | +11.5% | +215.9% | -204.4% | -11.7% |
| 5Y | +11.9% | -31.2% | +43.1% | -1.4% |
| All | +19.2% | -47.7% | +66.9% | +4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling