+113.9%
CNH vs COO
+40.2%
+73.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.3% |
| 7D | +6.7% | -2.3% | +9.0% | +7.9% |
| 30D | +7.2% | +13.3% | -6.1% | +1.2% |
| 3M | +17.5% | -18.1% | +35.6% | +27.4% |
| 6M | +15.0% | +6.7% | +8.3% | +9.4% |
| YTD | +36.8% | -23.2% | +60.0% | +52.0% |
| 1Y | +27.6% | -12.3% | +39.9% | +33.2% |
| 3Y | +34.3% | -23.6% | +57.9% | +43.0% |
| 5Y | -12.2% | -38.7% | +26.5% | +1.8% |
| 10Y | +113.9% | +42.2% | +71.7% | +94.9% |
| All | +113.9% | +40.2% | +73.7% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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