+167.5%
CNH vs COO
+48.2%
+119.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +4.7% |
| 7D | +23.3% | -2.2% | +25.5% | +24.5% |
| 30D | +33.5% | -7.0% | +40.5% | +37.7% |
| 3M | +32.7% | +12.2% | +20.5% | +25.0% |
| 6M | +22.2% | -15.1% | +37.3% | +31.1% |
| YTD | +57.7% | -15.1% | +72.8% | +69.1% |
| 1Y | +28.0% | +2.3% | +25.6% | +25.3% |
| 3Y | +11.5% | -23.7% | +35.2% | +20.4% |
| 5Y | +11.9% | -38.9% | +50.8% | +31.8% |
| All | +167.5% | +48.2% | +119.2% | +132.1% |
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