+10.3%
CNH vs COO
-23.4%
+33.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +4.6% |
| 7D | +23.3% | -2.2% | +25.5% | +24.2% |
| 30D | +33.5% | -7.0% | +40.5% | +36.7% |
| 3M | +32.7% | +12.2% | +20.5% | +26.8% |
| 6M | +22.2% | -15.1% | +37.3% | +29.2% |
| YTD | +57.7% | -15.1% | +72.8% | +66.6% |
| 1Y | +28.0% | +2.3% | +25.6% | +26.8% |
| All | +10.3% | -23.4% | +33.8% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling